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 | 0.96% | 81.85 % | 82.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,829 CHF | 209,829 CHF | 100.00% | 100.00% |
15/05/2024 | 0.96% | 83.87 % | 84.67 % | 215,000 | 250,000 | 245,721 | 250,000 | 204,146 CHF | 209,735 CHF | 100.00% | 100.00% |
14/05/2024 | 0.95% | 82.76 % | 83.56 % | 250,000 | 225,000 | 250,000 | 231,173 | 209,724 CHF | 195,738 CHF | 99.47% | 100.00% |
13/05/2024 | 0.97% | 82.83 % | 83.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,823 CHF | 207,823 CHF | 100.00% | 100.00% |
10/05/2024 | 0.97% | 81.48 % | 82.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,427 CHF | 206,427 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 78.85 % | 79.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,297 CHF | 198,267 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 80.25 % | 81.05 % | 248,000 | 250,000 | 248,091 | 250,000 | 195,659 CHF | 199,144 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 77.58 % | 78.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,066 CHF | 197,026 CHF | 100.00% | 100.00% |
03/05/2024 | 1.00% | 77.27 % | 78.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,263 CHF | 195,204 CHF | 99.56% | 99.56% |
02/05/2024 | 1.00% | 77.45 % | 78.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,099 CHF | 198,071 CHF | 98.16% | 98.16% |