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 | 1.29% | 100.20 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,750 CHF | 0.74% | 0.74% |
22/05/2024 | 1.24% | 100.30 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,159 CHF | 50,783 CHF | 79.13% | 79.13% |
21/05/2024 | 1.25% | 100.20 % | 101.40 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,072 CHF | 50,700 CHF | 94.71% | 94.71% |
17/05/2024 | 1.23% | 100.30 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,112 CHF | 50,730 CHF | 75.94% | 75.94% |
16/05/2024 | 0.80% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,900 CHF | 0.00% | 0.00% |
15/05/2024 | 0.74% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,847 CHF | 25.60% | 25.60% |
14/05/2024 | 0.77% | 100.20 % | 101.00 % | 100,000 | 100,000 | 98,565 | 98,565 | 98,629 CHF | 99,389 CHF | 89.05% | 89.05% |
13/05/2024 | 0.79% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,234 CHF | 101,034 CHF | 44.61% | 44.61% |
10/05/2024 | 0.76% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,408 CHF | 101,172 CHF | 66.81% | 66.81% |
08/05/2024 | 0.73% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,465 CHF | 101,201 CHF | 96.00% | 96.00% |