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 | 0.43% | 92.70 % | 93.10 % | 250,000 | 250,000 | 249,649 | 249,649 | 231,754 CHF | 232,753 CHF | 99.89% | 99.89% |
15/05/2024 | 0.23% | 89.30 % | 89.50 % | 250,000 | 250,000 | 249,184 | 249,184 | 221,624 CHF | 222,123 CHF | 100.00% | 100.00% |
14/05/2024 | 0.23% | 87.80 % | 88.00 % | 250,000 | 250,000 | 249,997 | 249,997 | 218,513 CHF | 219,013 CHF | 98.93% | 98.93% |
13/05/2024 | 0.45% | 89.30 % | 89.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,927 CHF | 222,927 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 88.20 % | 88.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,142 CHF | 222,142 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 86.90 % | 87.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,277 CHF | 217,777 CHF | 98.03% | 98.03% |
07/05/2024 | 0.23% | 86.70 % | 86.90 % | 250,000 | 250,000 | 249,954 | 249,954 | 215,316 CHF | 215,816 CHF | 99.47% | 99.47% |
06/05/2024 | 0.47% | 85.50 % | 85.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,215 CHF | 214,215 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 84.70 % | 85.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,482 CHF | 211,353 CHF | 99.97% | 99.97% |
02/05/2024 | 0.23% | 83.50 % | 83.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,428 CHF | 213,928 CHF | 99.98% | 99.98% |