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% | 96.70 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,039 CHF | 97,771 CHF | 84.82% | 84.82% |
15/05/2024 | 0.75% | 97.15 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,784 CHF | 97,516 CHF | 97.48% | 97.48% |
14/05/2024 | 1.25% | 96.30 % | 97.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 47,987 CHF | 48,593 CHF | 96.43% | 96.43% |
13/05/2024 | 1.25% | 96.15 % | 97.40 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,168 CHF | 48,775 CHF | 89.34% | 89.34% |
10/05/2024 | 1.04% | 96.90 % | 98.10 % | 50,000 | 50,000 | 70,730 | 70,730 | 68,600 CHF | 69,262 CHF | 99.16% | 99.16% |
08/05/2024 | 0.75% | 96.20 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,298 CHF | 97,024 CHF | 98.22% | 98.22% |
07/05/2024 | 0.75% | 95.95 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,748 CHF | 96,470 CHF | 67.72% | 67.72% |
06/05/2024 | 0.75% | 95.85 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,610 CHF | 96,332 CHF | 96.94% | 96.94% |
03/05/2024 | 0.75% | 95.35 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,142 CHF | 95,861 CHF | 88.51% | 88.51% |
02/05/2024 | 0.75% | 95.00 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,920 CHF | 95,635 CHF | 91.51% | 91.51% |