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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.97% | 102.20 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,200 CHF | 103,200 CHF | 99.27% | 99.27% |
22/05/2024 | 0.97% | 102.20 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,246 CHF | 103,246 CHF | 95.65% | 95.65% |
21/05/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,356 CHF | 103,356 CHF | 97.73% | 97.73% |
17/05/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,415 CHF | 103,415 CHF | 99.56% | 99.56% |
16/05/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,401 CHF | 103,401 CHF | 99.75% | 99.75% |
15/05/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,390 CHF | 103,390 CHF | 99.56% | 99.56% |
14/05/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,376 CHF | 103,376 CHF | 99.56% | 99.56% |
13/05/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,383 CHF | 103,383 CHF | 96.73% | 96.73% |
10/05/2024 | 0.97% | 102.50 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,492 CHF | 103,492 CHF | 99.88% | 99.88% |
08/05/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,365 CHF | 103,365 CHF | 99.60% | 99.60% |