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 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,926 CHF | 104,926 CHF | 99.51% | 99.51% |
15/05/2024 | 0.77% | 104.40 % | 105.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,093 CHF | 104,893 CHF | 99.43% | 99.43% |
14/05/2024 | 0.77% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,507 CHF | 104,307 CHF | 98.92% | 98.92% |
13/05/2024 | 0.95% | 104.10 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,347 CHF | 105,347 CHF | 100.00% | 100.00% |
10/05/2024 | 0.95% | 104.50 % | 105.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,488 CHF | 105,488 CHF | 99.84% | 99.84% |
08/05/2024 | 0.77% | 104.00 % | 104.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,029 CHF | 104,829 CHF | 98.15% | 98.15% |
07/05/2024 | 0.77% | 103.90 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,817 CHF | 104,617 CHF | 99.46% | 99.46% |
06/05/2024 | 0.96% | 103.50 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,545 CHF | 104,545 CHF | 100.00% | 100.00% |
03/05/2024 | 0.91% | 104.10 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,954 CHF | 104,903 CHF | 100.00% | 100.00% |
02/05/2024 | 0.77% | 103.70 % | 104.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,940 CHF | 104,740 CHF | 100.00% | 100.00% |