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% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,576 CHF | 102,348 CHF | 88.32% | 88.32% |
15/05/2024 | 0.75% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,198 CHF | 102,967 CHF | 87.67% | 87.67% |
14/05/2024 | 0.75% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,166 CHF | 102,936 CHF | 92.93% | 92.93% |
13/05/2024 | 0.74% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,037 CHF | 102,797 CHF | 86.35% | 86.35% |
10/05/2024 | 0.74% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,756 CHF | 102,515 CHF | 97.45% | 97.45% |
08/05/2024 | 0.76% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,128 CHF | 101,896 CHF | 98.39% | 98.39% |
07/05/2024 | 0.76% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,057 CHF | 101,833 CHF | 68.50% | 68.50% |
06/05/2024 | 0.75% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,803 CHF | 101,562 CHF | 93.90% | 93.90% |
03/05/2024 | 0.74% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,357 CHF | 101,103 CHF | 95.58% | 95.58% |
02/05/2024 | 0.75% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,005 CHF | 100,762 CHF | 91.45% | 91.45% |