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 | 0.76% | 101.28 % | 102.05 % | 197,000 | 195,000 | 197,000 | 195,040 | 199,521 CHF | 199,038 CHF | 100.00% | 100.00% |
15/05/2024 | 0.76% | 101.15 % | 101.92 % | 197,000 | 196,000 | 197,000 | 196,000 | 199,266 CHF | 199,763 CHF | 100.00% | 100.00% |
14/05/2024 | 0.76% | 101.15 % | 101.92 % | 197,000 | 196,000 | 197,000 | 196,000 | 199,266 CHF | 199,763 CHF | 100.00% | 100.00% |
13/05/2024 | 0.76% | 101.18 % | 101.95 % | 197,000 | 196,000 | 197,323 | 196,000 | 199,536 CHF | 199,708 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 100.95 % | 101.71 % | 198,000 | 196,000 | 198,000 | 196,000 | 199,881 CHF | 199,352 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 102.66 % | 103.43 % | 194,000 | 193,000 | 194,000 | 193,000 | 199,160 CHF | 199,620 CHF | 100.00% | 100.00% |
07/05/2024 | 0.75% | 102.72 % | 103.49 % | 194,000 | 193,000 | 194,690 | 193,000 | 199,578 CHF | 199,332 CHF | 99.99% | 99.99% |
06/05/2024 | 0.75% | 102.45 % | 103.22 % | 195,000 | 193,000 | 195,000 | 193,000 | 199,778 CHF | 199,215 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 102.44 % | 103.21 % | 195,000 | 193,000 | 195,000 | 193,115 | 199,594 CHF | 199,152 CHF | 99.99% | 99.99% |
02/05/2024 | 0.75% | 102.36 % | 103.13 % | 195,000 | 193,000 | 195,000 | 193,870 | 199,502 CHF | 199,839 CHF | 100.00% | 100.00% |