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 | 0.79% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,022 CHF | 101,822 CHF | 99.73% | 99.73% |
15/05/2024 | 0.79% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,947 CHF | 101,747 CHF | 99.43% | 99.43% |
14/05/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,714 CHF | 101,514 CHF | 99.03% | 99.03% |
13/05/2024 | 0.79% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,332 CHF | 101,132 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,429 CHF | 101,229 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,501 CHF | 101,301 CHF | 98.26% | 98.26% |
07/05/2024 | 0.80% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,108 CHF | 100,908 CHF | 99.44% | 99.44% |
06/05/2024 | 0.80% | 99.10 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,279 CHF | 100,079 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.60 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,751 CHF | 100,551 CHF | 99.99% | 99.99% |
02/05/2024 | 0.79% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,317 CHF | 101,117 CHF | 99.99% | 99.99% |