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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.75% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,194 CHF | 103,970 CHF | 98.22% | 98.22% |
14/05/2024 | 1.25% | 102.50 % | 103.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,115 CHF | 51,759 CHF | 88.82% | 88.82% |
13/05/2024 | 0.75% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,282 CHF | 103,046 CHF | 88.35% | 88.35% |
10/05/2024 | 0.76% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,300 CHF | 103,078 CHF | 98.27% | 98.27% |
08/05/2024 | 0.75% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,190 CHF | 102,958 CHF | 98.17% | 98.17% |
07/05/2024 | 0.75% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,063 CHF | 102,833 CHF | 54.94% | 54.94% |
06/05/2024 | 0.75% | 101.80 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,713 CHF | 102,477 CHF | 99.18% | 99.18% |
03/05/2024 | 0.75% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,866 CHF | 102,636 CHF | 93.75% | 93.75% |
02/05/2024 | 0.76% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,447 CHF | 102,220 CHF | 91.48% | 91.48% |
30/04/2024 | 0.75% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,237 CHF | 102,000 CHF | 90.02% | 90.02% |