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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,037 CHF | 251,037 CHF | 100.00% | 100.00% |
28/05/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,138 CHF | 253,159 CHF | 100.00% | 100.00% |
27/05/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,730 CHF | 251,730 CHF | 100.00% | 100.00% |
24/05/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,054 CHF | 251,054 CHF | 100.00% | 100.00% |
23/05/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,285 CHF | 252,289 CHF | 100.00% | 100.00% |
22/05/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,711 CHF | 251,712 CHF | 100.00% | 100.00% |
21/05/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,074 CHF | 252,074 CHF | 100.00% | 100.00% |
17/05/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,760 CHF | 251,761 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,382 CHF | 252,395 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,095 CHF | 253,118 CHF | 100.00% | 100.00% |