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 | 0.88% | 90.49 % | 91.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,834 CHF | 228,834 CHF | 100.00% | 100.00% |
15/05/2024 | 0.90% | 88.84 % | 89.64 % | 250,000 | 230,000 | 250,000 | 230,084 | 221,254 CHF | 205,469 CHF | 100.00% | 100.00% |
14/05/2024 | 0.92% | 87.41 % | 88.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,581 CHF | 219,581 CHF | 97.48% | 97.48% |
13/05/2024 | 0.90% | 88.45 % | 89.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,149 CHF | 222,149 CHF | 100.00% | 100.00% |
10/05/2024 | 0.90% | 87.96 % | 88.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,197 CHF | 222,197 CHF | 100.00% | 100.00% |
08/05/2024 | 0.92% | 86.58 % | 87.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,515 CHF | 218,515 CHF | 100.00% | 100.00% |
07/05/2024 | 0.93% | 86.45 % | 87.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,173 CHF | 216,173 CHF | 100.00% | 100.00% |
06/05/2024 | 0.94% | 84.90 % | 85.70 % | 250,000 | 225,000 | 250,000 | 230,143 | 211,670 CHF | 196,676 CHF | 100.00% | 100.00% |
03/05/2024 | 0.96% | 83.87 % | 84.67 % | 240,000 | 250,000 | 244,291 | 250,000 | 202,740 CHF | 209,517 CHF | 99.36% | 99.36% |
02/05/2024 | 0.95% | 81.71 % | 82.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,459 CHF | 211,459 CHF | 100.00% | 100.00% |