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% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,185 CHF | 101,946 CHF | 97.82% | 97.82% |
14/05/2024 | 0.76% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,771 CHF | 101,537 CHF | 98.99% | 98.99% |
13/05/2024 | 0.74% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,834 CHF | 101,587 CHF | 79.64% | 79.64% |
10/05/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,882 CHF | 101,643 CHF | 95.17% | 95.17% |
08/05/2024 | 0.74% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,849 CHF | 101,596 CHF | 97.90% | 97.90% |
07/05/2024 | 1.09% | 100.60 % | 101.40 % | 100,000 | 100,000 | 66,329 | 66,329 | 66,689 CHF | 67,367 CHF | 68.52% | 68.52% |
06/05/2024 | 0.75% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,719 CHF | 100,472 CHF | 92.01% | 92.01% |
03/05/2024 | 0.75% | 99.35 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,037 CHF | 99,783 CHF | 94.56% | 94.56% |
02/05/2024 | 0.75% | 98.35 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,416 CHF | 99,158 CHF | 91.57% | 91.57% |
30/04/2024 | 0.75% | 98.60 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,800 CHF | 99,545 CHF | 98.97% | 98.97% |