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 | 1.15% | 42.94 % | 43.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 108,541 CHF | 109,791 CHF | 100.00% | 100.00% |
15/05/2024 | 1.16% | 43.07 % | 43.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 107,521 CHF | 108,771 CHF | 100.00% | 100.00% |
14/05/2024 | 1.21% | 41.82 % | 42.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,614 CHF | 103,864 CHF | 100.00% | 100.00% |
13/05/2024 | 1.28% | 39.07 % | 39.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,022 CHF | 98,272 CHF | 100.00% | 100.00% |
10/05/2024 | 1.26% | 39.13 % | 39.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,468 CHF | 99,718 CHF | 100.00% | 100.00% |
08/05/2024 | 1.32% | 37.53 % | 38.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 93,791 CHF | 95,041 CHF | 100.00% | 100.00% |
07/05/2024 | 1.30% | 38.42 % | 38.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 95,714 CHF | 96,964 CHF | 100.00% | 100.00% |
06/05/2024 | 1.32% | 37.83 % | 38.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 94,239 CHF | 95,489 CHF | 100.00% | 100.00% |
03/05/2024 | 1.33% | 37.20 % | 37.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 93,600 CHF | 94,850 CHF | 99.56% | 99.56% |
02/05/2024 | 1.39% | 35.28 % | 35.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 88,994 CHF | 90,244 CHF | 100.00% | 100.00% |