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 | 0.78% | 33.97 % | 34.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 172,353 CHF | 173,703 CHF | 99.51% | 99.51% |
15/05/2024 | 0.79% | 34.27 % | 34.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 170,425 CHF | 171,775 CHF | 99.42% | 99.42% |
14/05/2024 | 0.83% | 33.07 % | 33.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 161,881 CHF | 163,231 CHF | 98.90% | 98.90% |
13/05/2024 | 0.87% | 31.07 % | 31.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 154,092 CHF | 155,442 CHF | 100.00% | 100.00% |
10/05/2024 | 1.08% | 31.17 % | 31.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 156,550 CHF | 158,235 CHF | 100.00% | 100.00% |
08/05/2024 | 0.90% | 30.07 % | 30.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 150,107 CHF | 151,457 CHF | 98.15% | 98.15% |
07/05/2024 | 0.88% | 30.67 % | 30.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 152,633 CHF | 153,979 CHF | 99.44% | 99.44% |
06/05/2024 | 0.90% | 30.07 % | 30.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 150,072 CHF | 151,422 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 29.87 % | 30.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 150,000 CHF | 151,432 CHF | 99.98% | 99.98% |
02/05/2024 | 0.94% | 28.27 % | 28.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 143,026 CHF | 144,373 CHF | 100.00% | 100.00% |