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 | 0.99% | 60.15 % | 60.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,355 CHF | 151,857 CHF | 100.00% | 100.00% |
15/05/2024 | 0.99% | 60.14 % | 60.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,201 CHF | 151,701 CHF | 100.00% | 100.00% |
14/05/2024 | 0.99% | 60.02 % | 60.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,009 CHF | 151,509 CHF | 100.00% | 100.00% |
13/05/2024 | 1.00% | 60.16 % | 60.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,492 CHF | 152,004 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 60.01 % | 60.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,117 CHF | 151,617 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 59.80 % | 60.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 149,422 CHF | 150,922 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 59.67 % | 60.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 149,036 CHF | 150,536 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 59.52 % | 60.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,847 CHF | 150,347 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 59.26 % | 59.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,228 CHF | 149,728 CHF | 99.80% | 99.80% |
02/05/2024 | 1.01% | 59.32 % | 59.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,363 CHF | 149,861 CHF | 100.00% | 100.00% |