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 | 0.84% | 94.14 % | 94.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,541 CHF | 238,541 CHF | 100.00% | 100.00% |
15/05/2024 | 0.85% | 94.02 % | 94.82 % | 250,000 | 236,000 | 250,000 | 247,156 | 234,295 CHF | 233,601 CHF | 100.00% | 100.00% |
14/05/2024 | 0.87% | 92.33 % | 93.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,619 CHF | 231,619 CHF | 100.00% | 100.00% |
13/05/2024 | 0.89% | 90.14 % | 90.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,533 CHF | 226,533 CHF | 100.00% | 100.00% |
10/05/2024 | 0.88% | 90.00 % | 90.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,924 CHF | 227,924 CHF | 100.00% | 100.00% |
08/05/2024 | 0.90% | 88.69 % | 89.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,821 CHF | 223,821 CHF | 100.00% | 100.00% |
07/05/2024 | 0.89% | 89.92 % | 90.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,128 CHF | 226,128 CHF | 100.00% | 100.00% |
06/05/2024 | 0.90% | 88.53 % | 89.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,085 CHF | 223,085 CHF | 100.00% | 100.00% |
03/05/2024 | 0.90% | 87.80 % | 88.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,065 CHF | 223,065 CHF | 98.95% | 98.95% |
02/05/2024 | 0.92% | 86.45 % | 87.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,070 CHF | 219,070 CHF | 100.00% | 100.00% |