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 | 0.88% | 90.40 % | 91.20 % | 500,000 | 500,000 | 147,527 | 147,527 | 133,967 CHF | 135,147 CHF | 99.63% | 99.63% |
15/05/2024 | 1.10% | 90.40 % | 91.40 % | 500,000 | 500,000 | 148,796 | 148,796 | 134,745 CHF | 136,232 CHF | 99.43% | 99.43% |
14/05/2024 | 1.09% | 91.20 % | 92.20 % | 500,000 | 500,000 | 148,972 | 148,972 | 136,311 CHF | 137,800 CHF | 98.92% | 98.92% |
13/05/2024 | 0.87% | 91.40 % | 92.20 % | 500,000 | 500,000 | 148,307 | 148,307 | 135,625 CHF | 136,812 CHF | 100.00% | 100.00% |
10/05/2024 | 0.88% | 91.10 % | 91.90 % | 500,000 | 500,000 | 147,787 | 147,787 | 134,340 CHF | 135,522 CHF | 99.84% | 99.84% |
08/05/2024 | 1.14% | 88.50 % | 89.50 % | 500,000 | 500,000 | 142,207 | 142,207 | 125,113 CHF | 126,535 CHF | 98.13% | 98.13% |
07/05/2024 | 1.13% | 87.60 % | 88.60 % | 500,000 | 500,000 | 148,804 | 148,804 | 130,679 CHF | 132,167 CHF | 99.45% | 99.45% |
06/05/2024 | 0.89% | 89.70 % | 90.50 % | 500,000 | 500,000 | 148,314 | 148,314 | 133,287 CHF | 134,474 CHF | 100.00% | 100.00% |
03/05/2024 | 0.93% | 89.80 % | 90.60 % | 500,000 | 500,000 | 148,306 | 148,306 | 134,583 CHF | 135,796 CHF | 100.00% | 100.00% |
02/05/2024 | 1.10% | 89.80 % | 90.80 % | 500,000 | 500,000 | 148,313 | 148,313 | 133,788 CHF | 135,271 CHF | 100.00% | 100.00% |