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 | 1.12% | 43.31 % | 43.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 110,995 CHF | 112,245 CHF | 100.00% | 100.00% |
15/05/2024 | 1.12% | 44.63 % | 45.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 110,986 CHF | 112,236 CHF | 100.00% | 100.00% |
14/05/2024 | 1.20% | 42.77 % | 43.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 103,942 CHF | 105,192 CHF | 100.00% | 100.00% |
13/05/2024 | 1.26% | 39.86 % | 40.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,845 CHF | 100,095 CHF | 100.00% | 100.00% |
10/05/2024 | 1.22% | 40.17 % | 40.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 101,532 CHF | 102,782 CHF | 100.00% | 100.00% |
08/05/2024 | 1.28% | 38.77 % | 39.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,828 CHF | 98,078 CHF | 100.00% | 100.00% |
07/05/2024 | 1.25% | 39.84 % | 40.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 99,104 CHF | 100,354 CHF | 100.00% | 100.00% |
06/05/2024 | 1.27% | 39.21 % | 39.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,846 CHF | 99,096 CHF | 100.00% | 100.00% |
03/05/2024 | 1.26% | 39.25 % | 39.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 98,387 CHF | 99,637 CHF | 99.46% | 99.46% |
02/05/2024 | 1.33% | 36.84 % | 37.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 93,190 CHF | 94,440 CHF | 100.00% | 100.00% |