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 | 1.73% | 103.00 % | 104.80 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,299 CHF | 10,479 CHF | 99.50% | 99.50% |
15/05/2024 | 1.75% | 102.90 % | 104.70 % | 10,000 | 10,000 | 9,846 | 9,846 | 10,124 CHF | 10,302 CHF | 98.28% | 98.28% |
14/05/2024 | 1.74% | 102.70 % | 104.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,261 CHF | 10,441 CHF | 98.96% | 98.96% |
13/05/2024 | 1.74% | 102.70 % | 104.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,270 CHF | 10,450 CHF | 99.66% | 99.66% |
10/05/2024 | 1.74% | 102.70 % | 104.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,268 CHF | 10,448 CHF | 99.84% | 99.84% |
08/05/2024 | 1.74% | 102.50 % | 104.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,250 CHF | 10,430 CHF | 97.39% | 97.39% |
07/05/2024 | 1.75% | 102.50 % | 104.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,224 CHF | 10,404 CHF | 99.58% | 99.58% |
06/05/2024 | 1.75% | 102.10 % | 103.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,210 CHF | 10,390 CHF | 100.00% | 100.00% |
03/05/2024 | 1.75% | 102.10 % | 103.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,202 CHF | 10,382 CHF | 100.00% | 100.00% |
02/05/2024 | 1.75% | 101.90 % | 103.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,196 CHF | 10,376 CHF | 98.11% | 98.11% |