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 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,200 CHF | 102,200 CHF | 98.88% | 98.88% |
16/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,196 CHF | 102,196 CHF | 99.49% | 99.49% |
15/05/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,200 CHF | 102,200 CHF | 99.51% | 99.51% |
14/05/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,134 CHF | 102,134 CHF | 99.54% | 99.54% |
13/05/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,083 CHF | 102,083 CHF | 99.53% | 99.53% |
10/05/2024 | 0.98% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,084 CHF | 102,084 CHF | 99.49% | 99.49% |
08/05/2024 | 1.20% | 99.15 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,341 CHF | 101,553 CHF | 85.45% | 85.45% |
07/05/2024 | 0.99% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,819 CHF | 100,816 CHF | 99.51% | 99.51% |
06/05/2024 | 1.00% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,813 CHF | 100,817 CHF | 99.50% | 99.50% |
03/05/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,744 CHF | 100,749 CHF | 99.56% | 99.56% |