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 | 0.79% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,120 CHF | 101,920 CHF | 99.41% | 99.41% |
14/05/2024 | 0.80% | 100.30 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,046 CHF | 100,846 CHF | 98.94% | 98.94% |
13/05/2024 | 0.80% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,049 CHF | 100,849 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,059 CHF | 100,859 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,872 CHF | 101,672 CHF | 97.91% | 97.91% |
07/05/2024 | 0.79% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,273 CHF | 102,073 CHF | 99.45% | 99.45% |
06/05/2024 | 0.79% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,189 CHF | 101,989 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,282 CHF | 101,082 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.30 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,449 CHF | 100,249 CHF | 100.00% | 100.00% |
30/04/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,578 CHF | 101,378 CHF | 99.59% | 99.59% |