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% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,941 CHF | 101,706 CHF | 89.29% | 89.29% |
15/05/2024 | 0.75% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,864 CHF | 101,627 CHF | 87.05% | 87.05% |
14/05/2024 | 0.75% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,317 CHF | 101,074 CHF | 97.44% | 97.44% |
13/05/2024 | 0.75% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,436 CHF | 101,195 CHF | 90.61% | 90.61% |
10/05/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,862 CHF | 101,622 CHF | 98.78% | 98.78% |
08/05/2024 | 0.75% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,610 CHF | 101,366 CHF | 97.34% | 97.34% |
07/05/2024 | 0.75% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,271 CHF | 101,030 CHF | 67.38% | 67.38% |
06/05/2024 | 0.75% | 99.60 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,622 CHF | 100,375 CHF | 98.10% | 98.10% |
03/05/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,441 CHF | 100,188 CHF | 94.41% | 94.41% |
02/05/2024 | 0.75% | 99.00 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,004 CHF | 99,753 CHF | 90.43% | 90.43% |