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 | 0.70% | 100.36 % | 101.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,356 CHF | 151,406 CHF | 94.71% | 94.71% |
15/05/2024 | 0.70% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,474 CHF | 151,524 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 100.10 % | 100.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,626 CHF | 150,676 CHF | 72.56% | 72.56% |
13/05/2024 | 0.70% | 99.61 % | 100.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,491 CHF | 150,541 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 99.37 % | 100.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,307 CHF | 150,357 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 99.65 % | 100.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,512 CHF | 150,562 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 99.67 % | 100.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,545 CHF | 150,595 CHF | 100.00% | 100.00% |
06/05/2024 | 0.69% | 100.55 % | 101.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,000 CHF | 152,050 CHF | 100.00% | 100.00% |
03/05/2024 | 0.69% | 100.36 % | 101.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,661 CHF | 151,711 CHF | 100.00% | 100.00% |
02/05/2024 | 0.70% | 100.02 % | 100.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,059 CHF | 151,109 CHF | 100.00% | 100.00% |