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 | 1.54% | 64.35 % | 65.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 96,687 CHF | 98,187 CHF | 98.31% | 98.31% |
15/05/2024 | 1.60% | 62.23 % | 63.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 92,994 CHF | 94,494 CHF | 100.00% | 100.00% |
14/05/2024 | 1.62% | 61.29 % | 62.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 91,568 CHF | 93,068 CHF | 100.00% | 100.00% |
13/05/2024 | 1.60% | 62.24 % | 63.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 92,905 CHF | 94,405 CHF | 100.00% | 100.00% |
10/05/2024 | 1.61% | 61.57 % | 62.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 92,587 CHF | 94,087 CHF | 100.00% | 100.00% |
08/05/2024 | 1.63% | 60.69 % | 61.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 91,012 CHF | 92,512 CHF | 100.00% | 100.00% |
07/05/2024 | 1.65% | 60.52 % | 61.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 90,169 CHF | 91,669 CHF | 100.00% | 100.00% |
06/05/2024 | 1.66% | 59.79 % | 60.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 89,509 CHF | 91,009 CHF | 100.00% | 100.00% |
03/05/2024 | 1.68% | 59.30 % | 60.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 88,444 CHF | 89,944 CHF | 100.00% | 100.00% |
02/05/2024 | 1.66% | 58.51 % | 59.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 89,461 CHF | 90,961 CHF | 100.00% | 100.00% |