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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,482 CHF | 248,482 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,659 CHF | 248,659 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.67 % | 99.47 % | 230,000 | 250,000 | 245,006 | 250,000 | 241,802 CHF | 248,729 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 98.55 % | 99.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,363 CHF | 248,363 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,954 CHF | 247,954 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,528 CHF | 247,528 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.04 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,917 CHF | 246,917 CHF | 99.61% | 99.61% |
02/05/2024 | 0.81% | 97.80 % | 98.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,293 CHF | 247,293 CHF | 100.00% | 100.00% |
30/04/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,569 CHF | 247,569 CHF | 100.00% | 100.00% |
29/04/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,796 CHF | 247,796 CHF | 100.00% | 100.00% |