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 | 0.56% | 88.86 % | 89.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,901 CHF | 225,151 CHF | 100.00% | 100.00% |
15/05/2024 | 0.56% | 89.10 % | 89.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,141 CHF | 223,391 CHF | 99.97% | 99.97% |
14/05/2024 | 0.58% | 87.29 % | 87.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,603 CHF | 216,853 CHF | 100.00% | 100.00% |
13/05/2024 | 0.60% | 84.14 % | 84.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,378 CHF | 210,628 CHF | 100.00% | 100.00% |
10/05/2024 | 0.59% | 84.14 % | 84.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,631 CHF | 212,881 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 82.70 % | 83.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,687 CHF | 207,937 CHF | 100.00% | 100.00% |
07/05/2024 | 0.60% | 83.67 % | 84.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,364 CHF | 209,614 CHF | 100.00% | 100.00% |
06/05/2024 | 0.60% | 82.51 % | 83.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,059 CHF | 207,309 CHF | 100.00% | 100.00% |
03/05/2024 | 0.61% | 82.07 % | 82.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,785 CHF | 207,035 CHF | 100.00% | 100.00% |
02/05/2024 | 0.62% | 79.37 % | 79.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,626 CHF | 200,876 CHF | 100.00% | 100.00% |