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 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,308 CHF | 247,308 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 98.03 % | 98.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,790 CHF | 247,790 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,018 CHF | 247,018 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,521 CHF | 246,521 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 97.64 % | 98.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,671 CHF | 246,671 CHF | 100.00% | 100.00% |
08/05/2024 | 0.82% | 97.93 % | 98.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,273 CHF | 246,273 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,253 CHF | 247,253 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.14 % | 98.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,215 CHF | 247,215 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 97.75 % | 98.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,537 CHF | 246,537 CHF | 99.83% | 99.83% |
02/05/2024 | 0.81% | 97.73 % | 98.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,919 CHF | 246,919 CHF | 100.00% | 100.00% |