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 | 0.91% | 87.02 % | 87.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,145 CHF | 220,145 CHF | 100.00% | 100.00% |
15/05/2024 | 0.93% | 86.55 % | 87.35 % | 250,000 | 235,000 | 250,000 | 245,507 | 214,039 CHF | 212,134 CHF | 100.00% | 100.00% |
14/05/2024 | 0.94% | 84.90 % | 85.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,726 CHF | 214,726 CHF | 100.00% | 100.00% |
13/05/2024 | 0.95% | 85.49 % | 86.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,776 CHF | 211,776 CHF | 100.00% | 100.00% |
10/05/2024 | 0.96% | 83.38 % | 84.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,244 CHF | 210,244 CHF | 100.00% | 100.00% |
08/05/2024 | 0.99% | 81.45 % | 82.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,204 CHF | 202,203 CHF | 100.00% | 100.00% |
07/05/2024 | 0.97% | 82.00 % | 82.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,207 CHF | 206,207 CHF | 100.00% | 100.00% |
06/05/2024 | 0.99% | 80.52 % | 81.32 % | 250,000 | 240,000 | 250,000 | 240,002 | 200,981 CHF | 194,864 CHF | 100.00% | 100.00% |
03/05/2024 | 0.97% | 81.07 % | 81.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,797 CHF | 206,797 CHF | 99.23% | 99.23% |
02/05/2024 | 1.00% | 80.53 % | 81.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,448 CHF | 199,427 CHF | 99.31% | 99.31% |