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 | 1.06% | 65.35 % | 66.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 98,183 CHF | 99,233 CHF | 98.31% | 98.31% |
15/05/2024 | 1.11% | 63.22 % | 63.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 94,496 CHF | 95,546 CHF | 100.00% | 100.00% |
14/05/2024 | 1.12% | 62.26 % | 62.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 93,020 CHF | 94,070 CHF | 100.00% | 100.00% |
13/05/2024 | 1.11% | 63.25 % | 63.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 94,399 CHF | 95,449 CHF | 100.00% | 100.00% |
10/05/2024 | 1.11% | 62.56 % | 63.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 94,111 CHF | 95,161 CHF | 100.00% | 100.00% |
08/05/2024 | 1.13% | 61.69 % | 62.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 92,543 CHF | 93,593 CHF | 100.00% | 100.00% |
07/05/2024 | 1.14% | 61.58 % | 62.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 91,790 CHF | 92,840 CHF | 100.00% | 100.00% |
06/05/2024 | 1.15% | 60.87 % | 61.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 91,063 CHF | 92,113 CHF | 100.00% | 100.00% |
03/05/2024 | 1.16% | 60.35 % | 61.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 89,961 CHF | 91,011 CHF | 100.00% | 100.00% |
02/05/2024 | 0.85% | 59.50 % | 60.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 124,894 CHF | 125,944 CHF | 100.00% | 100.00% |