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 | 0.78% | 102.20 % | 103.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,100 CHF | 51,500 CHF | 99.50% | 99.50% |
15/05/2024 | 0.97% | 102.60 % | 103.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,250 CHF | 51,750 CHF | 98.30% | 98.30% |
14/05/2024 | 0.98% | 102.00 % | 103.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,959 CHF | 51,459 CHF | 98.88% | 98.88% |
13/05/2024 | 0.79% | 101.00 % | 101.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,500 CHF | 50,900 CHF | 99.66% | 99.66% |
10/05/2024 | 0.79% | 101.00 % | 101.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,500 CHF | 50,900 CHF | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.20 % | 102.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,571 CHF | 51,071 CHF | 97.39% | 97.39% |
07/05/2024 | 0.98% | 101.10 % | 102.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,548 CHF | 51,048 CHF | 99.57% | 99.57% |
06/05/2024 | 0.79% | 101.10 % | 101.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,550 CHF | 50,950 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 101.10 % | 101.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,556 CHF | 50,982 CHF | 100.00% | 100.00% |
02/05/2024 | 0.98% | 101.30 % | 102.30 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,651 CHF | 51,151 CHF | 98.11% | 98.11% |