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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,755 CHF | 101,505 CHF | 96.52% | 96.52% |
16/05/2024 | 0.75% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,567 CHF | 101,327 CHF | 76.72% | 76.72% |
15/05/2024 | 0.75% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,826 CHF | 101,580 CHF | 82.65% | 82.65% |
14/05/2024 | 0.76% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,906 CHF | 101,671 CHF | 82.15% | 82.15% |
13/05/2024 | 0.73% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,954 CHF | 101,697 CHF | 76.97% | 76.97% |
10/05/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,723 CHF | 101,478 CHF | 73.30% | 73.30% |
08/05/2024 | 0.75% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,367 CHF | 101,117 CHF | 79.39% | 79.39% |
07/05/2024 | 0.75% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,330 CHF | 101,085 CHF | 57.14% | 57.14% |
06/05/2024 | 0.75% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,238 CHF | 100,990 CHF | 86.15% | 86.15% |
03/05/2024 | 0.76% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,759 CHF | 100,519 CHF | 90.65% | 90.65% |