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 | 3.28% | 89.47 % | 92.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,022 CHF | 139,522 CHF | 52.95% | 52.95% |
15/05/2024 | 3.30% | 88.83 % | 91.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,973 CHF | 138,473 CHF | 61.01% | 61.01% |
14/05/2024 | 3.28% | 91.23 % | 94.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,032 CHF | 139,532 CHF | 92.72% | 92.80% |
13/05/2024 | 3.91% | 88.76 % | 91.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,788 CHF | 136,002 CHF | 90.18% | 90.18% |
10/05/2024 | 4.06% | 85.52 % | 89.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 126,584 CHF | 131,834 CHF | 100.00% | 100.00% |
08/05/2024 | 4.26% | 83.58 % | 87.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 120,673 CHF | 125,923 CHF | 88.13% | 88.13% |
07/05/2024 | 4.56% | 75.29 % | 78.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 112,505 CHF | 117,755 CHF | 99.86% | 99.86% |
06/05/2024 | 4.56% | 75.47 % | 78.97 % | 150,000 | 150,000 | 150,000 | 149,991 | 112,544 CHF | 117,787 CHF | 90.89% | 90.89% |
03/05/2024 | 4.41% | 74.71 % | 78.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 113,355 CHF | 118,462 CHF | 91.42% | 91.42% |
02/05/2024 | 3.97% | 75.40 % | 78.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 111,113 CHF | 115,613 CHF | 100.00% | 100.00% |