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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.82% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,041 CHF | 244,041 CHF | 100.00% | 100.00% |
16/05/2024 | 0.82% | 97.40 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,733 CHF | 245,733 CHF | 99.60% | 99.60% |
15/05/2024 | 0.82% | 97.10 % | 97.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,803 CHF | 243,803 CHF | 99.41% | 99.41% |
14/05/2024 | 0.83% | 96.20 % | 97.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,288 CHF | 242,288 CHF | 98.94% | 98.94% |
13/05/2024 | 0.83% | 95.70 % | 96.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,961 CHF | 240,961 CHF | 100.00% | 100.00% |
10/05/2024 | 0.83% | 95.20 % | 96.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,874 CHF | 240,874 CHF | 99.84% | 99.84% |
08/05/2024 | 0.83% | 95.90 % | 96.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,977 CHF | 240,977 CHF | 98.15% | 98.15% |
07/05/2024 | 0.84% | 95.30 % | 96.10 % | 250,000 | 250,000 | 250,000 | 249,802 | 237,332 CHF | 239,143 CHF | 99.47% | 99.47% |
06/05/2024 | 0.84% | 94.50 % | 95.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,577 CHF | 238,577 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 94.20 % | 95.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,756 CHF | 237,756 CHF | 100.00% | 100.00% |