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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.75% | 96.80 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,870 CHF | 97,597 CHF | 91.02% | 91.02% |
21/05/2024 | 0.75% | 97.50 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,559 CHF | 99,298 CHF | 99.98% | 99.98% |
17/05/2024 | 0.75% | 98.25 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,044 CHF | 98,783 CHF | 99.15% | 99.15% |
16/05/2024 | 0.75% | 98.30 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,998 CHF | 98,736 CHF | 88.02% | 88.02% |
15/05/2024 | 0.75% | 98.80 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,905 CHF | 99,650 CHF | 87.57% | 87.57% |
14/05/2024 | 0.75% | 99.10 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,965 CHF | 99,706 CHF | 92.66% | 92.66% |
13/05/2024 | 0.75% | 98.65 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,620 CHF | 99,360 CHF | 86.22% | 86.22% |
10/05/2024 | 0.75% | 98.15 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,207 CHF | 98,944 CHF | 97.28% | 97.28% |
08/05/2024 | 0.75% | 97.30 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,243 CHF | 97,979 CHF | 98.15% | 98.15% |
07/05/2024 | 0.75% | 97.10 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,095 CHF | 97,829 CHF | 65.59% | 65.59% |