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 | 1.71% | 100.40 % | 101.40 % | 750,000 | 750,000 | 220,513 | 220,513 | 221,395 CHF | 224,153 CHF | 98.76% | 98.76% |
15/05/2024 | 1.52% | 100.20 % | 101.00 % | 750,000 | 750,000 | 223,571 | 223,571 | 224,014 CHF | 226,354 CHF | 99.20% | 99.20% |
14/05/2024 | 1.52% | 100.20 % | 101.00 % | 750,000 | 750,000 | 222,398 | 222,398 | 222,843 CHF | 225,174 CHF | 98.48% | 98.48% |
13/05/2024 | 1.72% | 99.80 % | 100.80 % | 750,000 | 750,000 | 222,761 | 222,761 | 222,278 CHF | 225,056 CHF | 99.79% | 99.79% |
10/05/2024 | 1.73% | 99.50 % | 100.50 % | 750,000 | 750,000 | 221,407 | 221,407 | 220,370 CHF | 223,136 CHF | 99.51% | 99.51% |
08/05/2024 | 1.55% | 99.60 % | 100.40 % | 750,000 | 750,000 | 207,990 | 207,990 | 207,167 CHF | 209,397 CHF | 96.90% | 96.90% |
07/05/2024 | 1.53% | 99.80 % | 100.60 % | 750,000 | 750,000 | 223,311 | 223,311 | 222,810 CHF | 225,147 CHF | 99.16% | 99.16% |
06/05/2024 | 1.73% | 99.40 % | 100.40 % | 750,000 | 750,000 | 218,970 | 218,970 | 217,936 CHF | 220,681 CHF | 99.07% | 99.07% |
03/05/2024 | 1.68% | 99.20 % | 100.20 % | 750,000 | 750,000 | 220,587 | 220,587 | 218,893 CHF | 221,611 CHF | 99.45% | 99.45% |
02/05/2024 | 1.54% | 99.10 % | 99.90 % | 750,000 | 750,000 | 222,187 | 222,187 | 220,054 CHF | 222,383 CHF | 99.73% | 99.73% |