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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.69% | 101.07 % | 101.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,672 CHF | 152,722 CHF | 97.25% | 97.25% |
21/05/2024 | 0.69% | 101.15 % | 101.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,784 CHF | 152,834 CHF | 100.00% | 100.00% |
17/05/2024 | 0.69% | 101.18 % | 101.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,760 CHF | 152,810 CHF | 76.89% | 76.89% |
16/05/2024 | 0.70% | 100.25 % | 100.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,140 CHF | 151,190 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 100.04 % | 100.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,811 CHF | 150,861 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 99.89 % | 100.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,740 CHF | 150,790 CHF | 100.00% | 100.00% |
13/05/2024 | 0.70% | 99.66 % | 100.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,582 CHF | 150,632 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 99.70 % | 100.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,702 CHF | 150,752 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 99.49 % | 100.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,012 CHF | 150,062 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 99.34 % | 100.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,734 CHF | 149,784 CHF | 100.00% | 100.00% |