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 | 0.82% | 97.05 % | 97.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,898 CHF | 243,898 CHF | 100.00% | 100.00% |
15/05/2024 | 0.84% | 95.32 % | 96.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,202 CHF | 238,202 CHF | 87.78% | 87.78% |
14/05/2024 | 0.83% | 95.65 % | 96.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,954 CHF | 240,954 CHF | 100.00% | 100.00% |
13/05/2024 | 0.85% | 93.38 % | 94.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,648 CHF | 235,648 CHF | 79.27% | 79.27% |
10/05/2024 | 0.85% | 92.22 % | 93.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,024 CHF | 235,024 CHF | 100.00% | 100.00% |
08/05/2024 | 0.87% | 91.39 % | 92.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,802 CHF | 229,802 CHF | 100.00% | 100.00% |
07/05/2024 | 0.89% | 89.69 % | 90.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,493 CHF | 225,493 CHF | 100.00% | 100.00% |
06/05/2024 | 0.88% | 89.18 % | 89.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,079 CHF | 227,079 CHF | 100.00% | 100.00% |
03/05/2024 | 0.87% | 90.01 % | 90.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,163 CHF | 232,163 CHF | 99.42% | 99.42% |
02/05/2024 | 0.93% | 85.76 % | 86.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,221 CHF | 216,221 CHF | 100.00% | 100.00% |