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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.97% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,884 CHF | 103,884 CHF | 100.00% | 100.00% |
23/05/2024 | 0.96% | 103.20 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,403 CHF | 104,403 CHF | 99.07% | 99.07% |
22/05/2024 | 0.96% | 103.20 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,219 CHF | 104,219 CHF | 90.70% | 90.70% |
21/05/2024 | 0.96% | 103.50 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,544 CHF | 104,544 CHF | 97.99% | 97.99% |
17/05/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,585 CHF | 104,585 CHF | 99.77% | 99.77% |
16/05/2024 | 0.96% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,127 CHF | 104,127 CHF | 99.90% | 99.90% |
15/05/2024 | 0.97% | 102.80 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,384 CHF | 103,384 CHF | 99.85% | 99.85% |
14/05/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,689 CHF | 102,689 CHF | 67.72% | 67.72% |
13/05/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,757 CHF | 102,757 CHF | 96.89% | 96.89% |
10/05/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,461 CHF | 102,461 CHF | 99.95% | 99.95% |