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 | 0.97% | 82.22 % | 83.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,269 CHF | 207,269 CHF | 100.00% | 100.00% |
15/05/2024 | 0.97% | 81.89 % | 82.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,924 CHF | 207,924 CHF | 100.00% | 100.00% |
14/05/2024 | 0.96% | 83.01 % | 83.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,670 CHF | 209,670 CHF | 100.00% | 100.00% |
13/05/2024 | 0.95% | 83.22 % | 84.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,754 CHF | 210,754 CHF | 100.00% | 100.00% |
10/05/2024 | 0.96% | 83.41 % | 84.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,009 CHF | 210,009 CHF | 100.00% | 100.00% |
08/05/2024 | 0.96% | 82.98 % | 83.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,392 CHF | 209,392 CHF | 100.00% | 100.00% |
07/05/2024 | 0.96% | 83.01 % | 83.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,444 CHF | 209,444 CHF | 100.00% | 100.00% |
06/05/2024 | 0.96% | 83.32 % | 84.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,832 CHF | 209,832 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 83.45 % | 84.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,786 CHF | 210,786 CHF | 99.33% | 99.33% |
02/05/2024 | 0.95% | 83.74 % | 84.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,920 CHF | 210,920 CHF | 100.00% | 100.00% |