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 | 1.03% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,897 CHF | 97,897 CHF | 99.75% | 99.75% |
15/05/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,589 CHF | 97,589 CHF | 99.56% | 99.56% |
14/05/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,283 CHF | 97,283 CHF | 99.56% | 99.56% |
13/05/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,882 CHF | 96,882 CHF | 96.73% | 96.73% |
10/05/2024 | 1.04% | 95.70 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,626 CHF | 96,626 CHF | 99.88% | 99.88% |
08/05/2024 | 1.05% | 94.90 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,583 CHF | 95,583 CHF | 99.60% | 99.60% |
07/05/2024 | 1.05% | 94.50 % | 95.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,757 CHF | 95,757 CHF | 99.66% | 99.66% |
06/05/2024 | 1.07% | 92.90 % | 93.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,642 CHF | 93,642 CHF | 90.15% | 90.15% |
03/05/2024 | 1.08% | 92.35 % | 93.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,316 CHF | 93,316 CHF | 96.85% | 96.85% |
02/05/2024 | 1.09% | 91.10 % | 92.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,151 CHF | 92,151 CHF | 97.97% | 97.97% |