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% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,002 CHF | 252,002 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,891 CHF | 251,891 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,816 CHF | 251,816 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,913 CHF | 251,913 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,876 CHF | 251,876 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,848 CHF | 251,848 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,748 CHF | 251,748 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,557 CHF | 251,557 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,347 CHF | 251,347 CHF | 99.17% | 99.17% |
02/05/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,241 CHF | 251,241 CHF | 100.00% | 100.00% |