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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.76% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,331 CHF | 102,106 CHF | 94.66% | 94.66% |
13/05/2024 | 0.76% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,251 CHF | 102,025 CHF | 86.49% | 86.49% |
10/05/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,521 CHF | 101,280 CHF | 99.00% | 99.00% |
08/05/2024 | 0.75% | 98.95 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,003 CHF | 99,749 CHF | 86.50% | 86.50% |
07/05/2024 | 0.75% | 97.85 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,803 CHF | 98,538 CHF | 68.50% | 68.50% |
06/05/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,024 CHF | 98,761 CHF | 99.23% | 99.23% |
03/05/2024 | 0.75% | 97.70 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,930 CHF | 98,670 CHF | 91.83% | 91.83% |
02/05/2024 | 0.75% | 97.55 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,661 CHF | 98,396 CHF | 91.85% | 91.85% |
30/04/2024 | 0.75% | 98.70 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,607 CHF | 99,354 CHF | 46.50% | 46.50% |
29/04/2024 | 0.75% | 98.65 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,519 CHF | 99,264 CHF | 100.00% | 100.00% |