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 | 0.69% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 101,700 CHF | 0.00% | 0.00% |
15/05/2024 | - | 100.90 % | 101.70 % | 100,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
14/05/2024 | 0.81% | 101.20 % | 101.90 % | 100,000 | 100,000 | 97,538 | 97,538 | 98,509 CHF | 99,300 CHF | 51.89% | 51.89% |
13/05/2024 | 0.79% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,200 CHF | 102,000 CHF | 29.84% | 29.84% |
10/05/2024 | 0.78% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,266 CHF | 102,056 CHF | 72.58% | 72.58% |
08/05/2024 | 0.78% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,303 CHF | 102,099 CHF | 96.39% | 96.39% |
07/05/2024 | 0.79% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,100 CHF | 67.21% | 67.21% |
06/05/2024 | 0.79% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,100 CHF | 99.11% | 99.11% |
03/05/2024 | 0.75% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,289 CHF | 102,051 CHF | 93.82% | 93.82% |
02/05/2024 | 0.73% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,045 CHF | 91.49% | 91.49% |