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 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,686 CHF | 249,686 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,890 CHF | 250,890 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,657 CHF | 250,657 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 98.73 % | 99.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,732 CHF | 248,732 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.55 % | 99.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,502 CHF | 247,502 CHF | 100.00% | 100.00% |
06/05/2024 | 0.82% | 97.84 % | 98.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,113 CHF | 246,113 CHF | 99.99% | 99.99% |
03/05/2024 | 0.82% | 97.16 % | 97.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,976 CHF | 243,976 CHF | 98.92% | 98.92% |
02/05/2024 | 0.82% | 96.20 % | 97.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,924 CHF | 245,924 CHF | 100.00% | 100.00% |
30/04/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,921 CHF | 246,921 CHF | 100.00% | 100.00% |
29/04/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,939 CHF | 247,939 CHF | 100.00% | 100.00% |