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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.75% | 67.20 % | 67.71 % | 295,000 | 295,000 | 294,900 | 291,002 | 198,870 CHF | 197,723 CHF | 100.00% | 100.00% |
16/05/2024 | 0.75% | 68.07 % | 68.58 % | 290,000 | 290,000 | 290,700 | 289,172 | 198,247 CHF | 198,681 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 67.87 % | 68.38 % | 290,000 | 290,000 | 294,644 | 293,553 | 197,633 CHF | 198,374 CHF | 99.94% | 99.94% |
14/05/2024 | 0.75% | 65.96 % | 66.45 % | 300,000 | 300,000 | 300,475 | 299,758 | 197,963 CHF | 198,975 CHF | 99.94% | 99.94% |
13/05/2024 | 0.75% | 66.00 % | 66.50 % | 300,000 | 300,000 | 300,000 | 299,926 | 197,661 CHF | 199,090 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 65.73 % | 66.22 % | 300,000 | 300,000 | 300,000 | 296,984 | 198,549 CHF | 198,034 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 66.25 % | 66.75 % | 300,000 | 295,000 | 300,000 | 299,892 | 197,880 CHF | 199,291 CHF | 99.99% | 99.99% |
07/05/2024 | 0.75% | 65.55 % | 66.04 % | 305,000 | 300,000 | 304,985 | 302,701 | 198,475 CHF | 198,469 CHF | 99.98% | 99.98% |
06/05/2024 | 0.75% | 64.78 % | 65.27 % | 305,000 | 305,000 | 305,000 | 303,605 | 198,009 CHF | 198,588 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 64.50 % | 64.99 % | 310,000 | 305,000 | 305,805 | 304,823 | 197,823 CHF | 198,682 CHF | 99.95% | 99.95% |