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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.75% | 126.90 % | 127.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,883 CHF | 127,842 CHF | 98.15% | 98.15% |
14/05/2024 | 0.74% | 126.80 % | 127.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,668 CHF | 127,609 CHF | 99.38% | 99.38% |
13/05/2024 | 0.71% | 126.70 % | 127.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,700 CHF | 127,609 CHF | 44.32% | 44.32% |
10/05/2024 | 0.75% | 126.50 % | 127.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,374 CHF | 127,326 CHF | 99.41% | 99.41% |
08/05/2024 | 0.75% | 126.20 % | 127.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 126,217 CHF | 127,166 CHF | 97.17% | 97.17% |
07/05/2024 | 1.19% | 126.50 % | 127.40 % | 100,000 | 100,000 | 57,092 | 57,092 | 72,111 CHF | 72,932 CHF | 62.36% | 62.36% |
06/05/2024 | 0.75% | 125.10 % | 126.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 124,920 CHF | 125,858 CHF | 98.93% | 98.93% |
03/05/2024 | 0.74% | 124.60 % | 125.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 124,509 CHF | 125,435 CHF | 93.10% | 93.10% |
02/05/2024 | 0.76% | 124.20 % | 125.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 124,299 CHF | 125,244 CHF | 82.52% | 82.52% |
30/04/2024 | 0.75% | 124.20 % | 125.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 124,412 CHF | 125,347 CHF | 100.00% | 100.00% |