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 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 147,047 | 147,047 | 147,613 CHF | 148,789 CHF | 99.34% | 99.34% |
15/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 148,819 | 148,819 | 149,290 CHF | 150,778 CHF | 99.43% | 99.43% |
14/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 148,977 | 148,977 | 149,388 CHF | 150,878 CHF | 98.97% | 98.97% |
13/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 148,265 | 148,265 | 148,327 CHF | 149,513 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 147,693 | 147,693 | 147,473 CHF | 148,655 CHF | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 141,758 | 141,758 | 141,521 CHF | 142,939 CHF | 98.01% | 98.01% |
07/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 148,813 | 148,813 | 148,151 CHF | 149,639 CHF | 99.44% | 99.44% |
06/05/2024 | 0.81% | 99.30 % | 100.10 % | 500,000 | 500,000 | 147,428 | 147,428 | 146,670 CHF | 147,853 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 99.00 % | 99.80 % | 500,000 | 500,000 | 148,165 | 148,165 | 146,564 CHF | 147,776 CHF | 100.00% | 100.00% |
02/05/2024 | 1.03% | 98.00 % | 99.00 % | 500,000 | 500,000 | 147,970 | 147,970 | 144,495 CHF | 145,976 CHF | 99.99% | 99.99% |