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% | 102.80 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,874 CHF | 103,655 CHF | 84.09% | 84.09% |
15/05/2024 | 0.76% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,778 CHF | 103,558 CHF | 96.95% | 96.95% |
14/05/2024 | 1.26% | 102.20 % | 103.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,071 CHF | 51,718 CHF | 95.27% | 95.27% |
13/05/2024 | 1.25% | 102.20 % | 103.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,151 CHF | 51,794 CHF | 88.19% | 88.19% |
10/05/2024 | 1.04% | 102.60 % | 103.90 % | 50,000 | 50,000 | 70,561 | 70,561 | 72,505 CHF | 73,196 CHF | 98.59% | 98.59% |
08/05/2024 | 0.76% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,585 CHF | 103,372 CHF | 96.55% | 96.55% |
07/05/2024 | 0.75% | 102.50 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,388 CHF | 103,158 CHF | 66.67% | 66.67% |
06/05/2024 | 0.74% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,369 CHF | 103,133 CHF | 95.66% | 95.66% |
03/05/2024 | 0.73% | 102.30 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,210 CHF | 102,964 CHF | 88.28% | 88.28% |
02/05/2024 | 0.76% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,176 CHF | 102,952 CHF | 91.82% | 91.82% |