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 | 0.78% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,400 CHF | 103,200 CHF | 99.51% | 99.51% |
15/05/2024 | 0.78% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,683 CHF | 103,483 CHF | 99.43% | 99.43% |
14/05/2024 | 0.78% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,727 CHF | 103,527 CHF | 98.97% | 98.97% |
13/05/2024 | 0.78% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,424 CHF | 103,224 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,150 CHF | 102,950 CHF | 99.84% | 99.84% |
08/05/2024 | 0.78% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,794 CHF | 102,594 CHF | 98.15% | 98.15% |
07/05/2024 | 0.78% | 102.00 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,878 CHF | 102,678 CHF | 99.53% | 99.53% |
06/05/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,823 CHF | 102,623 CHF | 99.85% | 99.85% |
03/05/2024 | 0.78% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,560 CHF | 102,360 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,877 CHF | 101,677 CHF | 100.00% | 100.00% |