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 | 0.76% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,801 CHF | 103,581 CHF | 89.57% | 89.57% |
15/05/2024 | 0.75% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,739 CHF | 103,515 CHF | 87.05% | 87.05% |
14/05/2024 | 0.76% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,348 CHF | 103,131 CHF | 97.75% | 97.75% |
13/05/2024 | 0.74% | 102.50 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,433 CHF | 103,199 CHF | 90.91% | 90.91% |
10/05/2024 | 0.75% | 102.80 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,793 CHF | 103,562 CHF | 99.57% | 99.57% |
08/05/2024 | 0.75% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,642 CHF | 103,418 CHF | 98.36% | 98.36% |
07/05/2024 | 0.76% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,408 CHF | 103,185 CHF | 68.49% | 68.49% |
06/05/2024 | 0.75% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,874 CHF | 102,637 CHF | 99.20% | 99.20% |
03/05/2024 | 0.73% | 102.00 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,768 CHF | 102,516 CHF | 94.42% | 94.42% |
02/05/2024 | 0.74% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,371 CHF | 102,128 CHF | 89.90% | 89.90% |