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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.69% | 100.95 % | 101.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,466 CHF | 152,516 CHF | 97.24% | 97.24% |
21/05/2024 | 0.69% | 100.98 % | 101.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,513 CHF | 152,563 CHF | 100.00% | 100.00% |
17/05/2024 | 0.69% | 101.06 % | 101.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,553 CHF | 152,603 CHF | 100.00% | 100.00% |
16/05/2024 | 0.70% | 100.15 % | 100.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,002 CHF | 151,052 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 100.05 % | 100.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,810 CHF | 150,860 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 99.88 % | 100.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,729 CHF | 150,779 CHF | 100.00% | 100.00% |
13/05/2024 | 0.70% | 99.63 % | 100.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,541 CHF | 150,591 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 99.75 % | 100.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,778 CHF | 150,828 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 99.50 % | 100.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,125 CHF | 150,175 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 99.48 % | 100.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,989 CHF | 150,039 CHF | 100.00% | 100.00% |