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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.72% | 96.86 % | 97.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,260 CHF | 146,310 CHF | 100.00% | 100.00% |
13/05/2024 | 0.71% | 98.54 % | 99.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,002 CHF | 149,052 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 98.68 % | 99.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,087 CHF | 149,137 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 98.50 % | 99.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,834 CHF | 148,884 CHF | 100.00% | 100.00% |
07/05/2024 | 0.71% | 98.37 % | 99.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,442 CHF | 148,492 CHF | 100.00% | 100.00% |
06/05/2024 | 0.71% | 98.14 % | 98.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,263 CHF | 148,313 CHF | 100.00% | 100.00% |
03/05/2024 | 0.71% | 98.13 % | 98.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,134 CHF | 148,184 CHF | 99.96% | 99.96% |
02/05/2024 | 0.71% | 97.73 % | 98.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,760 CHF | 147,810 CHF | 100.00% | 100.00% |
30/04/2024 | 0.71% | 97.60 % | 98.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,625 CHF | 147,675 CHF | 100.00% | 100.00% |
29/04/2024 | 0.71% | 97.92 % | 98.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,031 CHF | 148,081 CHF | 100.00% | 100.00% |