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% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,026 CHF | 103,811 CHF | 53.96% | 53.96% |
15/05/2024 | 0.74% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,832 CHF | 103,600 CHF | 80.44% | 80.44% |
14/05/2024 | 0.77% | 102.70 % | 103.50 % | 100,000 | 100,000 | 98,638 | 98,638 | 101,127 CHF | 101,897 CHF | 93.78% | 93.78% |
13/05/2024 | 0.77% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,606 CHF | 103,402 CHF | 44.75% | 44.75% |
10/05/2024 | 0.76% | 102.70 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,677 CHF | 103,457 CHF | 72.98% | 72.98% |
08/05/2024 | 0.74% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,342 CHF | 103,103 CHF | 96.30% | 96.30% |
07/05/2024 | 0.73% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,328 CHF | 103,083 CHF | 67.18% | 67.18% |
06/05/2024 | 0.76% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,861 CHF | 102,643 CHF | 99.02% | 99.02% |
03/05/2024 | 0.75% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,441 CHF | 102,209 CHF | 94.61% | 94.61% |
02/05/2024 | 0.74% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,314 CHF | 102,072 CHF | 91.57% | 91.57% |