Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 1.00% | 99.70 % | 100.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,850 CHF | 50,350 CHF | 99.60% | 99.60% |
15/05/2024 | 0.80% | 99.80 % | 100.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,868 CHF | 50,268 CHF | 99.41% | 99.41% |
14/05/2024 | 0.80% | 99.70 % | 100.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,850 CHF | 50,250 CHF | 98.97% | 98.97% |
13/05/2024 | 1.00% | 99.60 % | 100.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,800 CHF | 50,300 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 99.60 % | 100.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,800 CHF | 50,300 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 100.00 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,000 CHF | 50,400 CHF | 98.15% | 98.15% |
07/05/2024 | 0.80% | 100.10 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,050 CHF | 50,450 CHF | 99.57% | 99.57% |
06/05/2024 | 1.00% | 100.00 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,985 CHF | 50,485 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 99.80 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,892 CHF | 50,366 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.80 % | 100.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,897 CHF | 50,297 CHF | 98.11% | 98.11% |