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 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,156 CHF | 252,156 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,271 CHF | 251,271 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,011 CHF | 251,011 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,224 CHF | 251,224 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,218 CHF | 251,218 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,665 CHF | 250,665 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,255 CHF | 250,255 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,233 CHF | 250,233 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,897 CHF | 249,897 CHF | 99.76% | 99.76% |
02/05/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,071 CHF | 250,071 CHF | 100.00% | 100.00% |