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 | 0.95% | 105.00 % | 106.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,933 CHF | 105,933 CHF | 99.81% | 99.81% |
14/05/2024 | 0.95% | 104.90 % | 105.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,893 CHF | 105,893 CHF | 67.69% | 67.69% |
13/05/2024 | 0.95% | 104.90 % | 105.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,897 CHF | 105,897 CHF | 95.71% | 95.71% |
10/05/2024 | 0.95% | 104.80 % | 105.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,900 CHF | 105,900 CHF | 9.12% | 9.12% |
08/05/2024 | 0.95% | 104.70 % | 105.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,700 CHF | 105,700 CHF | 96.33% | 96.33% |
07/05/2024 | 0.95% | 104.60 % | 105.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,591 CHF | 105,591 CHF | 57.07% | 57.07% |
06/05/2024 | 0.95% | 104.30 % | 105.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,377 CHF | 105,377 CHF | 29.78% | 29.78% |
03/05/2024 | 0.96% | 104.10 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,103 CHF | 105,103 CHF | 55.65% | 55.65% |
02/05/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,974 CHF | 104,974 CHF | 48.51% | 48.51% |
30/04/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,087 CHF | 105,087 CHF | 79.98% | 79.98% |