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 | 0.75% | 100.00 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,005 CHF | 100,754 CHF | 83.11% | 83.11% |
15/05/2024 | 0.75% | 99.40 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,047 CHF | 99,792 CHF | 72.39% | 72.39% |
14/05/2024 | 1.25% | 98.05 % | 99.30 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,712 CHF | 49,326 CHF | 89.14% | 89.14% |
13/05/2024 | 0.75% | 96.15 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,277 CHF | 97,001 CHF | 88.37% | 88.37% |
10/05/2024 | 0.75% | 96.45 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,310 CHF | 97,036 CHF | 98.34% | 98.34% |
08/05/2024 | 0.75% | 96.05 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,965 CHF | 96,690 CHF | 98.24% | 98.24% |
07/05/2024 | 0.75% | 95.95 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,661 CHF | 96,380 CHF | 55.07% | 55.07% |
06/05/2024 | 0.75% | 95.00 % | 95.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,876 CHF | 95,592 CHF | 99.27% | 99.27% |
03/05/2024 | 0.75% | 95.20 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,262 CHF | 95,979 CHF | 93.35% | 93.35% |
02/05/2024 | 0.75% | 94.45 % | 95.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,261 CHF | 94,971 CHF | 91.49% | 91.49% |