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 | 0.75% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,591 CHF | 103,367 CHF | 89.52% | 89.52% |
15/05/2024 | 0.75% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,532 CHF | 103,302 CHF | 87.05% | 87.05% |
14/05/2024 | 0.75% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,161 CHF | 102,934 CHF | 97.70% | 97.70% |
13/05/2024 | 0.75% | 102.30 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,237 CHF | 103,006 CHF | 90.86% | 90.86% |
10/05/2024 | 0.74% | 102.60 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,597 CHF | 103,361 CHF | 99.52% | 99.52% |
08/05/2024 | 0.75% | 102.50 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,452 CHF | 103,224 CHF | 98.32% | 98.32% |
07/05/2024 | 0.76% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,219 CHF | 102,998 CHF | 68.43% | 68.43% |
06/05/2024 | 0.74% | 101.70 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,692 CHF | 102,444 CHF | 99.16% | 99.16% |
03/05/2024 | 0.76% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,574 CHF | 102,349 CHF | 94.15% | 94.15% |
02/05/2024 | 0.74% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,256 CHF | 102,010 CHF | 88.68% | 88.68% |