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 | 0.71% | 98.51 % | 99.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,786 CHF | 148,836 CHF | 100.00% | 100.00% |
15/05/2024 | 0.71% | 98.20 % | 98.90 % | 150,000 | 150,000 | 150,000 | 149,867 | 147,182 CHF | 148,101 CHF | 82.80% | 82.88% |
14/05/2024 | 0.71% | 98.16 % | 98.86 % | 150,000 | 150,000 | 150,000 | 149,950 | 147,151 CHF | 148,151 CHF | 82.07% | 82.07% |
13/05/2024 | 0.71% | 98.11 % | 98.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,156 CHF | 148,206 CHF | 87.68% | 87.76% |
10/05/2024 | 0.71% | 98.03 % | 98.73 % | 150,000 | 150,000 | 150,000 | 149,975 | 147,177 CHF | 148,202 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 97.83 % | 98.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,731 CHF | 147,781 CHF | 100.00% | 100.00% |
07/05/2024 | 0.71% | 97.91 % | 98.61 % | 150,000 | 150,000 | 150,000 | 149,824 | 146,773 CHF | 147,650 CHF | 96.78% | 96.78% |
06/05/2024 | 0.71% | 97.75 % | 98.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,502 CHF | 147,552 CHF | 100.00% | 100.00% |
03/05/2024 | 0.72% | 97.30 % | 98.00 % | 150,000 | 150,000 | 150,000 | 149,954 | 145,790 CHF | 146,795 CHF | 100.00% | 100.00% |
02/05/2024 | 0.72% | 97.07 % | 97.77 % | 150,000 | 150,000 | 150,000 | 149,933 | 145,616 CHF | 146,601 CHF | 100.00% | 100.00% |