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 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,305 CHF | 102,305 CHF | 99.75% | 99.75% |
15/05/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,288 CHF | 102,288 CHF | 99.56% | 99.56% |
14/05/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,198 CHF | 102,198 CHF | 99.56% | 99.56% |
13/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,206 CHF | 102,206 CHF | 96.73% | 96.73% |
10/05/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,339 CHF | 102,339 CHF | 99.88% | 99.88% |
08/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,238 CHF | 102,238 CHF | 99.60% | 99.60% |
07/05/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,044 CHF | 102,044 CHF | 99.66% | 99.66% |
06/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,406 CHF | 102,406 CHF | 90.15% | 90.15% |
03/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,371 CHF | 102,371 CHF | 96.87% | 96.87% |
02/05/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,327 CHF | 102,327 CHF | 97.97% | 97.97% |