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% | 102.00 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,884 CHF | 102,884 CHF | 99.75% | 99.75% |
15/05/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,778 CHF | 102,778 CHF | 99.56% | 99.56% |
14/05/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,775 CHF | 102,775 CHF | 99.56% | 99.56% |
13/05/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,825 CHF | 102,825 CHF | 96.73% | 96.73% |
10/05/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,908 CHF | 102,908 CHF | 99.88% | 99.88% |
08/05/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,784 CHF | 102,784 CHF | 99.60% | 99.60% |
07/05/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,703 CHF | 102,703 CHF | 99.66% | 99.66% |
06/05/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,682 CHF | 102,682 CHF | 90.15% | 90.15% |
03/05/2024 | 0.98% | 101.60 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,511 CHF | 102,511 CHF | 96.89% | 96.89% |
02/05/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,500 CHF | 97.97% | 97.97% |