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% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,700 CHF | 102,500 CHF | 93.69% | 93.69% |
15/05/2024 | 0.76% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,661 CHF | 102,434 CHF | 97.04% | 97.04% |
14/05/2024 | 0.78% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,600 CHF | 102,392 CHF | 99.31% | 99.31% |
13/05/2024 | 0.78% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,700 CHF | 102,500 CHF | 90.82% | 90.82% |
10/05/2024 | 0.78% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,736 CHF | 102,536 CHF | 99.26% | 99.26% |
08/05/2024 | 0.72% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,766 CHF | 102,500 CHF | 97.98% | 97.98% |
07/05/2024 | 0.73% | 101.70 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,612 CHF | 102,357 CHF | 68.05% | 68.05% |
06/05/2024 | 0.79% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,300 CHF | 94.32% | 94.32% |
03/05/2024 | 0.74% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,508 CHF | 102,263 CHF | 94.47% | 94.47% |
02/05/2024 | 0.72% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,520 CHF | 102,255 CHF | 91.84% | 91.84% |