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% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,285 CHF | 250,285 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,330 CHF | 249,330 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,540 CHF | 248,540 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,590 CHF | 248,590 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,742 CHF | 248,742 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,908 CHF | 247,908 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,977 CHF | 247,977 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.19 % | 98.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,104 CHF | 248,104 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.48 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,740 CHF | 247,740 CHF | 99.59% | 99.59% |
02/05/2024 | 0.81% | 97.80 % | 98.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,615 CHF | 246,615 CHF | 100.00% | 100.00% |