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% | 101.93 % | 102.70 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,783 CHF | 199,238 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 101.92 % | 102.69 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,763 CHF | 199,219 CHF | 100.00% | 100.00% |
14/05/2024 | 0.75% | 101.92 % | 102.69 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,763 CHF | 199,219 CHF | 100.00% | 100.00% |
13/05/2024 | 0.75% | 101.91 % | 102.68 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,744 CHF | 199,199 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 101.91 % | 102.68 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,744 CHF | 199,199 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 101.89 % | 102.66 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,704 CHF | 199,160 CHF | 100.00% | 100.00% |
07/05/2024 | 0.75% | 101.88 % | 102.65 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,685 CHF | 199,141 CHF | 100.00% | 100.00% |
06/05/2024 | 0.75% | 101.88 % | 102.65 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,685 CHF | 199,141 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 101.82 % | 102.59 % | 196,000 | 194,000 | 196,000 | 194,000 | 199,567 CHF | 199,025 CHF | 100.00% | 100.00% |
02/05/2024 | 0.75% | 101.79 % | 102.56 % | 196,000 | 195,000 | 196,000 | 194,567 | 199,534 CHF | 199,573 CHF | 100.00% | 100.00% |