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 | 0.77% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,100 CHF | 102,891 CHF | 92.54% | 92.54% |
15/05/2024 | 0.78% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,100 CHF | 102,900 CHF | 98.15% | 98.15% |
14/05/2024 | 0.78% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,100 CHF | 102,900 CHF | 99.40% | 99.40% |
13/05/2024 | 0.78% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,100 CHF | 102,900 CHF | 44.33% | 44.33% |
10/05/2024 | 0.75% | 102.20 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,136 CHF | 102,900 CHF | 99.52% | 99.52% |
08/05/2024 | 0.68% | 102.20 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,200 CHF | 102,900 CHF | 97.32% | 97.32% |
07/05/2024 | 1.19% | 102.20 % | 103.00 % | 100,000 | 100,000 | 57,056 | 57,056 | 58,183 CHF | 58,847 CHF | 62.68% | 62.68% |
06/05/2024 | 0.68% | 102.20 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,200 CHF | 102,900 CHF | 99.07% | 99.07% |
03/05/2024 | 0.69% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,200 CHF | 102,903 CHF | 93.22% | 93.22% |
02/05/2024 | 0.78% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,200 CHF | 103,000 CHF | 82.47% | 82.47% |