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 | 0.70% | 100.18 % | 100.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,293 CHF | 151,343 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 99.88 % | 100.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,642 CHF | 150,692 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 99.44 % | 100.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,924 CHF | 149,974 CHF | 100.00% | 100.00% |
13/05/2024 | 0.70% | 99.55 % | 100.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,282 CHF | 150,332 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 99.17 % | 99.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,076 CHF | 150,126 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 98.92 % | 99.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,483 CHF | 149,533 CHF | 100.00% | 100.00% |
07/05/2024 | 0.71% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,172 CHF | 149,222 CHF | 100.00% | 100.00% |
06/05/2024 | 0.71% | 98.42 % | 99.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,541 CHF | 148,591 CHF | 100.00% | 100.00% |
03/05/2024 | 0.71% | 98.14 % | 98.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,671 CHF | 147,721 CHF | 100.00% | 100.00% |
02/05/2024 | 0.71% | 97.29 % | 97.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,414 CHF | 148,464 CHF | 100.00% | 100.00% |