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 | 0.75% | 96.96 % | 97.69 % | 206,000 | 204,000 | 203,683 | 203,824 | 197,841 CHF | 199,465 CHF | 99.97% | 99.97% |
15/05/2024 | 0.75% | 94.22 % | 94.93 % | 212,000 | 210,000 | 212,647 | 211,021 | 199,557 CHF | 199,528 CHF | 99.97% | 99.97% |
14/05/2024 | 0.74% | 92.79 % | 93.48 % | 215,000 | 213,000 | 215,858 | 214,173 | 199,555 CHF | 199,475 CHF | 99.95% | 99.95% |
13/05/2024 | 0.75% | 94.30 % | 95.01 % | 212,000 | 210,000 | 212,915 | 211,189 | 199,591 CHF | 199,472 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 93.19 % | 93.90 % | 214,000 | 212,000 | 213,379 | 211,972 | 199,446 CHF | 199,635 CHF | 99.99% | 99.99% |
08/05/2024 | 0.75% | 91.91 % | 92.60 % | 217,000 | 215,000 | 216,999 | 215,340 | 199,524 CHF | 199,484 CHF | 99.98% | 99.98% |
07/05/2024 | 0.75% | 91.77 % | 92.46 % | 217,000 | 216,000 | 218,897 | 217,079 | 199,630 CHF | 199,470 CHF | 99.99% | 99.99% |
06/05/2024 | 0.75% | 90.77 % | 91.46 % | 220,000 | 218,000 | 220,462 | 218,879 | 199,479 CHF | 199,547 CHF | 99.99% | 99.99% |
03/05/2024 | 0.75% | 89.84 % | 90.51 % | 222,000 | 220,000 | 223,281 | 221,569 | 199,622 CHF | 199,578 CHF | 99.93% | 99.93% |
02/05/2024 | 0.75% | 88.76 % | 89.43 % | 225,000 | 223,000 | 220,606 | 218,991 | 199,565 CHF | 199,598 CHF | 99.98% | 99.98% |