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 | 0.75% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,553 CHF | 101,312 CHF | 78.83% | 78.83% |
15/05/2024 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,839 CHF | 101,590 CHF | 82.64% | 82.64% |
14/05/2024 | 0.73% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,957 CHF | 101,701 CHF | 77.38% | 77.38% |
13/05/2024 | 0.74% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,996 CHF | 101,750 CHF | 76.94% | 76.94% |
10/05/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,735 CHF | 101,491 CHF | 73.24% | 73.24% |
08/05/2024 | 0.76% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,334 CHF | 101,097 CHF | 79.27% | 79.27% |
07/05/2024 | 0.75% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,294 CHF | 101,048 CHF | 57.97% | 57.97% |
06/05/2024 | 0.75% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,179 CHF | 100,938 CHF | 82.52% | 82.52% |
03/05/2024 | 0.75% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,710 CHF | 100,460 CHF | 90.48% | 90.48% |
02/05/2024 | 0.75% | 99.30 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,354 CHF | 100,104 CHF | 87.71% | 87.71% |