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 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,341 CHF | 102,341 CHF | 99.75% | 99.75% |
15/05/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,313 CHF | 102,313 CHF | 99.35% | 99.35% |
14/05/2024 | 0.99% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,883 CHF | 101,883 CHF | 99.56% | 99.56% |
13/05/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,909 CHF | 101,909 CHF | 96.73% | 96.73% |
10/05/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,915 CHF | 101,915 CHF | 99.88% | 99.88% |
08/05/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,977 CHF | 101,977 CHF | 99.60% | 99.60% |
07/05/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,609 CHF | 101,609 CHF | 99.66% | 99.66% |
06/05/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,025 CHF | 101,022 CHF | 90.15% | 90.15% |
03/05/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,092 CHF | 101,092 CHF | 96.86% | 96.86% |
02/05/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,504 CHF | 100,507 CHF | 97.97% | 97.97% |