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 | 0.73% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,074 CHF | 100,807 CHF | 93.69% | 93.69% |
15/05/2024 | 0.76% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,887 CHF | 100,653 CHF | 97.04% | 97.04% |
14/05/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,783 CHF | 100,531 CHF | 99.37% | 99.37% |
13/05/2024 | 0.73% | 100.00 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,980 CHF | 100,708 CHF | 90.89% | 90.89% |
10/05/2024 | 0.74% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,917 CHF | 100,663 CHF | 99.37% | 99.37% |
08/05/2024 | 0.76% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,979 CHF | 100,739 CHF | 98.16% | 98.16% |
07/05/2024 | 0.76% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,637 CHF | 100,396 CHF | 68.31% | 68.31% |
06/05/2024 | 0.75% | 99.30 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,272 CHF | 100,022 CHF | 94.48% | 94.48% |
03/05/2024 | 0.75% | 99.30 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,301 CHF | 100,049 CHF | 94.11% | 94.11% |
02/05/2024 | 0.74% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,227 CHF | 99,964 CHF | 91.84% | 91.84% |