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 | 0.96% | 104.10 % | 105.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,965 CHF | 104,965 CHF | 99.75% | 99.75% |
15/05/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,820 CHF | 104,820 CHF | 99.56% | 99.56% |
14/05/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,533 CHF | 104,533 CHF | 99.56% | 99.56% |
13/05/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,642 CHF | 104,642 CHF | 96.73% | 96.73% |
10/05/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,171 CHF | 105,171 CHF | 99.88% | 99.88% |
08/05/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,714 CHF | 104,714 CHF | 99.60% | 99.60% |
07/05/2024 | 0.96% | 103.80 % | 104.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,702 CHF | 104,702 CHF | 99.66% | 99.66% |
06/05/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,420 CHF | 104,420 CHF | 90.15% | 90.15% |
03/05/2024 | 0.97% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,953 CHF | 103,953 CHF | 96.86% | 96.86% |
02/05/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,448 CHF | 103,448 CHF | 97.97% | 97.97% |