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 | 0.70% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,545 CHF | 149,595 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 98.66 % | 99.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,412 CHF | 149,462 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 99.49 % | 100.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,232 CHF | 150,282 CHF | 100.00% | 100.00% |
13/05/2024 | 0.70% | 99.22 % | 99.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,043 CHF | 150,093 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 99.31 % | 100.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,717 CHF | 149,767 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 98.66 % | 99.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,919 CHF | 148,969 CHF | 100.00% | 100.00% |
07/05/2024 | 0.72% | 97.33 % | 98.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,298 CHF | 147,348 CHF | 100.00% | 100.00% |
06/05/2024 | 0.72% | 96.51 % | 97.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,878 CHF | 145,928 CHF | 100.00% | 100.00% |
03/05/2024 | 0.72% | 96.23 % | 96.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,516 CHF | 146,566 CHF | 100.00% | 100.00% |
02/05/2024 | 0.72% | 95.72 % | 96.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,327 CHF | 145,377 CHF | 100.00% | 100.00% |