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 | 0.86% | 93.44 % | 94.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,150 CHF | 234,150 CHF | 100.00% | 100.00% |
15/05/2024 | 0.83% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,335 CHF | 242,335 CHF | 100.00% | 100.00% |
14/05/2024 | 0.84% | 95.56 % | 96.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,039 CHF | 240,039 CHF | 100.00% | 100.00% |
13/05/2024 | 0.84% | 95.34 % | 96.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,162 CHF | 240,162 CHF | 100.00% | 100.00% |
10/05/2024 | 0.83% | 95.58 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,912 CHF | 241,912 CHF | 100.00% | 100.00% |
08/05/2024 | 0.83% | 95.21 % | 96.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,487 CHF | 241,487 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 96.33 % | 97.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,333 CHF | 241,333 CHF | 100.00% | 100.00% |
06/05/2024 | 0.84% | 94.57 % | 95.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,896 CHF | 237,896 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 93.70 % | 94.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,976 CHF | 235,976 CHF | 99.61% | 99.61% |
02/05/2024 | 0.85% | 93.25 % | 94.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,648 CHF | 235,648 CHF | 100.00% | 100.00% |