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 | 0.40% | 101.00 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,989 CHF | 101,389 CHF | 99.50% | 99.50% |
15/05/2024 | 0.40% | 100.80 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,200 CHF | 98.82% | 98.82% |
14/05/2024 | 0.40% | 100.60 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,000 CHF | 98.94% | 98.94% |
13/05/2024 | 0.40% | 100.70 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,100 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 100.70 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,694 CHF | 101,094 CHF | 99.84% | 99.84% |
08/05/2024 | 0.40% | 100.60 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,586 CHF | 100,986 CHF | 89.18% | 89.18% |
07/05/2024 | 0.40% | 100.40 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,202 CHF | 100,602 CHF | 99.57% | 99.57% |
06/05/2024 | 0.40% | 100.10 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,500 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 100.10 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,100 CHF | 100,500 CHF | 99.80% | 99.80% |
02/05/2024 | 0.40% | 100.00 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,060 CHF | 100,460 CHF | 98.22% | 98.22% |