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 | 0.70% | 99.58 % | 100.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,350 CHF | 150,400 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 99.45 % | 100.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,054 CHF | 150,104 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 99.29 % | 99.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,894 CHF | 149,944 CHF | 34.26% | 34.26% |
13/05/2024 | 0.71% | 98.88 % | 99.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,364 CHF | 149,414 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 99.17 % | 99.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,839 CHF | 149,889 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 99.17 % | 99.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,756 CHF | 149,806 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 99.11 % | 99.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,474 CHF | 149,524 CHF | 100.00% | 100.00% |
06/05/2024 | 0.71% | 98.95 % | 99.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,299 CHF | 149,349 CHF | 100.00% | 100.00% |
03/05/2024 | 0.71% | 98.72 % | 99.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,993 CHF | 149,043 CHF | 100.00% | 100.00% |
02/05/2024 | 0.71% | 98.53 % | 99.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,795 CHF | 148,845 CHF | 100.00% | 100.00% |