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 | 0.73% | 95.94 % | 96.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,203 CHF | 145,253 CHF | 100.00% | 100.00% |
16/05/2024 | 0.72% | 96.63 % | 97.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,035 CHF | 146,085 CHF | 100.00% | 100.00% |
15/05/2024 | 0.73% | 96.32 % | 97.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,965 CHF | 145,015 CHF | 100.00% | 100.00% |
14/05/2024 | 0.73% | 95.57 % | 96.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,016 CHF | 144,066 CHF | 99.91% | 99.91% |
13/05/2024 | 0.73% | 95.23 % | 95.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,620 CHF | 143,670 CHF | 100.00% | 100.00% |
10/05/2024 | 0.73% | 94.82 % | 95.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,828 CHF | 143,878 CHF | 100.00% | 100.00% |
08/05/2024 | 0.73% | 95.55 % | 96.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,771 CHF | 143,821 CHF | 100.00% | 100.00% |
07/05/2024 | 0.74% | 94.82 % | 95.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,857 CHF | 142,907 CHF | 100.00% | 100.00% |
06/05/2024 | 0.74% | 94.29 % | 94.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,595 CHF | 142,645 CHF | 100.00% | 100.00% |
03/05/2024 | 0.74% | 94.11 % | 94.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,325 CHF | 142,375 CHF | 100.00% | 100.00% |