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 | 1.45% | 46.92 % | 47.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 72,107 CHF | 73,157 CHF | 96.82% | 96.82% |
15/05/2024 | 1.44% | 48.37 % | 49.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 72,167 CHF | 73,217 CHF | 93.91% | 93.91% |
14/05/2024 | 1.54% | 46.37 % | 47.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 67,807 CHF | 68,857 CHF | 92.18% | 92.18% |
13/05/2024 | 1.63% | 43.05 % | 43.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 63,944 CHF | 64,994 CHF | 99.53% | 99.53% |
10/05/2024 | 1.59% | 43.27 % | 43.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 65,501 CHF | 66,551 CHF | 91.30% | 91.30% |
08/05/2024 | 1.67% | 41.72 % | 42.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,520 CHF | 63,570 CHF | 100.00% | 100.00% |
07/05/2024 | 1.64% | 42.66 % | 43.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 63,582 CHF | 64,632 CHF | 100.00% | 100.00% |
06/05/2024 | 1.66% | 41.86 % | 42.56 % | 150,000 | 150,000 | 149,992 | 150,000 | 62,671 CHF | 63,724 CHF | 100.00% | 100.00% |
03/05/2024 | 1.66% | 41.50 % | 42.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,589 CHF | 63,639 CHF | 100.00% | 100.00% |
02/05/2024 | 1.74% | 39.49 % | 40.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 59,765 CHF | 60,815 CHF | 80.83% | 80.83% |