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% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,658 CHF | 102,658 CHF | 99.75% | 99.75% |
15/05/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,695 CHF | 102,695 CHF | 99.56% | 99.56% |
14/05/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,524 CHF | 102,524 CHF | 99.56% | 99.56% |
13/05/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,517 CHF | 102,517 CHF | 96.73% | 96.73% |
10/05/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,459 CHF | 102,459 CHF | 99.88% | 99.88% |
08/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,110 CHF | 102,110 CHF | 99.60% | 99.60% |
07/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,322 CHF | 102,322 CHF | 98.09% | 99.66% |
06/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,156 CHF | 102,156 CHF | 90.15% | 90.15% |
03/05/2024 | 0.98% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,059 CHF | 102,059 CHF | 96.89% | 96.89% |
02/05/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,865 CHF | 101,865 CHF | 97.97% | 97.97% |