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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/05/2024 | 0.87% | 90.29 % | 91.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,444 CHF | 230,444 CHF | 100.00% | 100.00% |
27/05/2024 | 0.87% | 91.56 % | 92.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,796 CHF | 231,796 CHF | 100.00% | 100.00% |
24/05/2024 | 0.86% | 91.99 % | 92.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,832 CHF | 232,832 CHF | 100.00% | 100.00% |
23/05/2024 | 0.84% | 93.73 % | 94.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,909 CHF | 237,909 CHF | 100.00% | 100.00% |
22/05/2024 | 0.85% | 92.76 % | 93.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,973 CHF | 234,973 CHF | 100.00% | 100.00% |
21/05/2024 | 0.84% | 94.42 % | 95.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,190 CHF | 239,190 CHF | 100.00% | 100.00% |
17/05/2024 | 0.83% | 96.28 % | 97.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,087 CHF | 243,087 CHF | 100.00% | 100.00% |
16/05/2024 | 0.83% | 96.02 % | 96.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,785 CHF | 242,785 CHF | 100.00% | 100.00% |
15/05/2024 | 0.90% | 90.14 % | 90.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,307 CHF | 224,307 CHF | 100.00% | 100.00% |
14/05/2024 | 0.94% | 85.81 % | 86.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,449 CHF | 214,449 CHF | 100.00% | 100.00% |