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 | 0.76% | 114.53 % | 115.40 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,145,300 CHF | 199,642 CHF | 100.00% | 100.00% |
15/05/2024 | 0.76% | 114.52 % | 115.39 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,145,200 CHF | 199,625 CHF | 100.00% | 100.00% |
14/05/2024 | 0.76% | 114.52 % | 115.39 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,145,200 CHF | 199,625 CHF | 100.00% | 100.00% |
13/05/2024 | 0.76% | 114.52 % | 115.39 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,145,200 CHF | 199,625 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 114.51 % | 115.38 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,145,100 CHF | 199,607 CHF | 100.00% | 100.00% |
08/05/2024 | 0.76% | 114.50 % | 115.37 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,145,000 CHF | 199,590 CHF | 100.00% | 100.00% |
07/05/2024 | 0.76% | 114.49 % | 115.36 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,144,900 CHF | 199,573 CHF | 100.00% | 100.00% |
06/05/2024 | 0.76% | 114.49 % | 115.36 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,144,900 CHF | 199,573 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 114.47 % | 115.34 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,144,700 CHF | 199,538 CHF | 100.00% | 100.00% |
02/05/2024 | 0.76% | 114.47 % | 115.34 % | 1,000,000 | 173,000 | 1,000,000 | 173,000 | 1,144,700 CHF | 199,538 CHF | 100.00% | 100.00% |