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 | 0.75% | 97.25 % | 97.98 % | 205,000 | 204,000 | 204,320 | 203,114 | 199,343 CHF | 199,664 CHF | 99.95% | 99.95% |
15/05/2024 | 0.75% | 97.66 % | 98.39 % | 204,000 | 203,000 | 203,542 | 202,068 | 199,529 CHF | 199,574 CHF | 99.97% | 99.97% |
14/05/2024 | 0.75% | 98.53 % | 99.27 % | 202,000 | 201,000 | 202,932 | 201,315 | 199,511 CHF | 199,411 CHF | 99.93% | 99.93% |
13/05/2024 | 0.75% | 98.27 % | 99.01 % | 203,000 | 201,000 | 203,815 | 202,060 | 199,574 CHF | 199,338 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 97.19 % | 97.92 % | 205,000 | 204,000 | 205,134 | 203,683 | 199,496 CHF | 199,572 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 96.46 % | 97.19 % | 207,000 | 205,000 | 206,515 | 204,492 | 199,484 CHF | 199,023 CHF | 100.00% | 100.00% |
07/05/2024 | 0.75% | 96.71 % | 97.44 % | 206,000 | 205,000 | 206,211 | 204,866 | 199,443 CHF | 199,638 CHF | 100.00% | 100.00% |
06/05/2024 | 0.74% | 96.51 % | 97.23 % | 207,000 | 205,000 | 206,737 | 204,993 | 199,607 CHF | 199,400 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 96.73 % | 97.46 % | 206,000 | 205,000 | 206,327 | 204,957 | 199,456 CHF | 199,628 CHF | 99.95% | 99.95% |
02/05/2024 | 0.76% | 96.24 % | 96.97 % | 207,000 | 206,000 | 207,064 | 201,315 | 199,440 CHF | 195,365 CHF | 99.97% | 99.97% |