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% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,491 CHF | 149,541 CHF | 100.00% | 100.00% |
15/05/2024 | 0.71% | 98.97 % | 99.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,264 CHF | 149,314 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 98.88 % | 99.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,504 CHF | 149,554 CHF | 100.00% | 100.00% |
13/05/2024 | 0.70% | 98.92 % | 99.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,459 CHF | 149,509 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 98.98 % | 99.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,465 CHF | 149,515 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 98.85 % | 99.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,305 CHF | 149,355 CHF | 100.00% | 100.00% |
07/05/2024 | 0.71% | 98.76 % | 99.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,154 CHF | 149,204 CHF | 100.00% | 100.00% |
06/05/2024 | 0.71% | 98.79 % | 99.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,256 CHF | 149,306 CHF | 100.00% | 100.00% |
03/05/2024 | 0.71% | 98.72 % | 99.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,163 CHF | 149,213 CHF | 100.00% | 100.00% |
02/05/2024 | 0.71% | 98.63 % | 99.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,035 CHF | 149,085 CHF | 100.00% | 100.00% |