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% | 99.05 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,260 CHF | 100,010 CHF | 89.31% | 89.31% |
15/05/2024 | 0.75% | 99.30 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,180 CHF | 99,924 CHF | 87.05% | 87.05% |
14/05/2024 | 0.75% | 98.80 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,539 CHF | 99,282 CHF | 97.46% | 97.46% |
13/05/2024 | 0.75% | 98.75 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,678 CHF | 99,418 CHF | 90.63% | 90.63% |
10/05/2024 | 0.75% | 99.10 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,138 CHF | 99,886 CHF | 98.90% | 98.90% |
08/05/2024 | 0.75% | 98.80 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,826 CHF | 99,573 CHF | 97.56% | 97.56% |
07/05/2024 | 0.75% | 98.55 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,426 CHF | 99,164 CHF | 67.59% | 67.59% |
06/05/2024 | 0.75% | 97.75 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,773 CHF | 98,511 CHF | 98.28% | 98.28% |
03/05/2024 | 0.75% | 97.90 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,571 CHF | 98,307 CHF | 94.16% | 94.16% |
02/05/2024 | 0.75% | 97.05 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,065 CHF | 97,800 CHF | 90.43% | 90.43% |