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 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 146,979 | 146,979 | 148,448 CHF | 149,918 CHF | 99.34% | 99.34% |
15/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 148,744 | 148,744 | 150,084 CHF | 151,275 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 100.60 % | 101.40 % | 500,000 | 500,000 | 148,520 | 148,520 | 149,393 CHF | 150,583 CHF | 98.96% | 98.96% |
13/05/2024 | 1.00% | 100.40 % | 101.40 % | 500,000 | 500,000 | 147,785 | 147,785 | 148,290 CHF | 149,770 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 100.30 % | 101.30 % | 500,000 | 500,000 | 147,225 | 147,225 | 147,663 CHF | 149,138 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 141,189 | 141,189 | 141,565 CHF | 142,697 CHF | 98.01% | 98.01% |
07/05/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 148,487 | 148,487 | 148,856 CHF | 150,046 CHF | 99.44% | 99.44% |
06/05/2024 | 0.99% | 102.40 % | 103.40 % | 500,000 | 500,000 | 147,498 | 147,498 | 150,942 CHF | 152,421 CHF | 100.00% | 100.00% |
03/05/2024 | 0.93% | 102.20 % | 103.20 % | 500,000 | 500,000 | 148,108 | 148,108 | 151,383 CHF | 152,839 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 101.80 % | 102.60 % | 500,000 | 500,000 | 147,868 | 147,868 | 150,366 CHF | 151,551 CHF | 100.00% | 100.00% |