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 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 96.57% | 96.57% |
16/05/2024 | 0.92% | 100.70 % | 101.50 % | 100,000 | 100,000 | 84,195 | 84,195 | 84,753 CHF | 85,490 CHF | 71.61% | 71.61% |
15/05/2024 | 1.22% | 100.50 % | 101.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,250 CHF | 50,866 CHF | 89.63% | 89.63% |
14/05/2024 | 1.23% | 100.50 % | 101.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,250 CHF | 50,874 CHF | 81.71% | 81.71% |
13/05/2024 | 0.75% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,643 CHF | 101,400 CHF | 58.53% | 58.53% |
10/05/2024 | 0.74% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,640 CHF | 101,385 CHF | 29.76% | 29.76% |
08/05/2024 | 0.74% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,674 CHF | 101,419 CHF | 89.85% | 89.85% |
07/05/2024 | 0.77% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,607 CHF | 101,383 CHF | 58.45% | 58.45% |
06/05/2024 | 0.77% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,609 CHF | 101,391 CHF | 93.90% | 93.90% |
03/05/2024 | 0.79% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,605 CHF | 101,398 CHF | 94.04% | 94.04% |