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 | 0.74% | 97.68 % | 98.41 % | 204,000 | 203,000 | 204,484 | 202,812 | 199,637 CHF | 199,486 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 97.45 % | 98.18 % | 205,000 | 203,000 | 205,131 | 203,802 | 199,419 CHF | 199,615 CHF | 99.97% | 99.97% |
14/05/2024 | 0.75% | 97.08 % | 97.81 % | 206,000 | 204,000 | 205,567 | 204,117 | 199,454 CHF | 199,537 CHF | 99.97% | 99.97% |
13/05/2024 | 0.75% | 96.85 % | 97.58 % | 206,000 | 204,000 | 205,459 | 204,212 | 199,383 CHF | 199,664 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 97.35 % | 98.08 % | 205,000 | 203,000 | 204,887 | 203,000 | 199,772 CHF | 199,414 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 97.09 % | 97.82 % | 205,000 | 204,000 | 205,915 | 204,003 | 199,717 CHF | 199,352 CHF | 99.99% | 99.99% |
07/05/2024 | 0.75% | 96.70 % | 97.43 % | 206,000 | 205,000 | 206,692 | 204,931 | 199,591 CHF | 199,387 CHF | 99.99% | 99.99% |
06/05/2024 | 0.75% | 96.44 % | 97.17 % | 207,000 | 205,000 | 206,703 | 205,019 | 199,571 CHF | 199,442 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 96.72 % | 97.45 % | 206,000 | 205,000 | 206,095 | 204,562 | 199,509 CHF | 199,518 CHF | 99.99% | 99.99% |
02/05/2024 | 0.76% | 96.03 % | 96.76 % | 208,000 | 206,000 | 207,740 | 205,999 | 199,622 CHF | 199,453 CHF | 99.97% | 99.97% |