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 | 0.99% | 100.93 % | 101.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,404 CHF | 152,904 CHF | 100.00% | 100.00% |
15/05/2024 | 0.99% | 100.90 % | 101.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,283 CHF | 152,783 CHF | 100.00% | 100.00% |
14/05/2024 | 0.99% | 100.77 % | 101.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,114 CHF | 152,614 CHF | 100.00% | 100.00% |
13/05/2024 | 0.99% | 100.79 % | 101.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,180 CHF | 152,680 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 100.69 % | 101.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,112 CHF | 152,612 CHF | 100.00% | 100.00% |
08/05/2024 | 0.99% | 100.60 % | 101.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,952 CHF | 152,452 CHF | 100.00% | 100.00% |
07/05/2024 | 0.99% | 100.64 % | 101.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,896 CHF | 152,396 CHF | 100.00% | 100.00% |
06/05/2024 | 0.99% | 100.46 % | 101.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,688 CHF | 152,188 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 100.30 % | 101.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,330 CHF | 151,830 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.12 % | 101.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,624 CHF | 152,124 CHF | 100.00% | 100.00% |