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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.70% | 99.97 % | 100.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,171 CHF | 151,221 CHF | 100.00% | 100.00% |
28/05/2024 | 0.70% | 100.19 % | 100.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,415 CHF | 151,465 CHF | 99.99% | 99.99% |
27/05/2024 | 0.70% | 100.29 % | 100.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,382 CHF | 151,432 CHF | 99.38% | 99.38% |
24/05/2024 | 0.70% | 100.10 % | 100.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,060 CHF | 151,110 CHF | 99.07% | 99.07% |
23/05/2024 | 0.70% | 100.17 % | 100.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,284 CHF | 151,334 CHF | 99.43% | 99.43% |
22/05/2024 | 0.70% | 100.00 % | 100.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,107 CHF | 151,157 CHF | 97.25% | 97.25% |
21/05/2024 | 0.70% | 99.93 % | 100.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,878 CHF | 150,928 CHF | 100.00% | 100.00% |
17/05/2024 | 0.70% | 99.70 % | 100.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,553 CHF | 150,603 CHF | 100.00% | 100.00% |
16/05/2024 | 0.70% | 99.73 % | 100.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,701 CHF | 150,751 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 99.89 % | 100.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,622 CHF | 150,672 CHF | 100.00% | 100.00% |