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 | 0.69% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,100 CHF | 88.49% | 88.49% |
15/05/2024 | 0.76% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,173 CHF | 86.11% | 86.11% |
14/05/2024 | 0.72% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,034 CHF | 96.26% | 96.26% |
13/05/2024 | 0.79% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,100 CHF | 89.64% | 89.64% |
10/05/2024 | 0.79% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,200 CHF | 98.58% | 98.58% |
08/05/2024 | 0.78% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,197 CHF | 97.07% | 97.07% |
07/05/2024 | 0.69% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,396 CHF | 102,100 CHF | 67.07% | 67.07% |
06/05/2024 | 0.69% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,400 CHF | 102,100 CHF | 91.51% | 91.51% |
03/05/2024 | 0.77% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,356 CHF | 102,135 CHF | 93.63% | 93.63% |
02/05/2024 | 0.70% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,300 CHF | 102,008 CHF | 89.76% | 89.76% |