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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.98% | 101.90 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,876 CHF | 102,876 CHF | 99.56% | 99.56% |
14/05/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,734 CHF | 102,734 CHF | 99.56% | 99.56% |
13/05/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,601 CHF | 102,601 CHF | 96.73% | 96.73% |
10/05/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,481 CHF | 102,481 CHF | 99.88% | 99.88% |
08/05/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,119 CHF | 102,119 CHF | 99.60% | 99.60% |
07/05/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,625 CHF | 101,625 CHF | 99.66% | 99.66% |
06/05/2024 | 0.99% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,555 CHF | 101,555 CHF | 90.15% | 90.15% |
03/05/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,435 CHF | 101,435 CHF | 96.88% | 96.88% |
02/05/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,320 CHF | 101,320 CHF | 97.97% | 97.97% |
30/04/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,384 CHF | 101,384 CHF | 90.49% | 90.49% |