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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.93% | 86.03 % | 86.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,543 CHF | 216,543 CHF | 100.00% | 100.00% |
14/05/2024 | 0.93% | 85.84 % | 86.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,558 CHF | 216,558 CHF | 100.00% | 100.00% |
13/05/2024 | 0.93% | 85.82 % | 86.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,697 CHF | 216,697 CHF | 100.00% | 100.00% |
10/05/2024 | 0.93% | 85.84 % | 86.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,514 CHF | 216,514 CHF | 100.00% | 100.00% |
08/05/2024 | 0.93% | 85.59 % | 86.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,675 CHF | 215,675 CHF | 100.00% | 100.00% |
07/05/2024 | 0.94% | 85.23 % | 86.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,851 CHF | 214,851 CHF | 100.00% | 100.00% |
06/05/2024 | 0.93% | 85.09 % | 85.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,135 CHF | 215,135 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 85.07 % | 85.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,722 CHF | 214,722 CHF | 99.10% | 99.10% |
02/05/2024 | 0.94% | 85.13 % | 85.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,877 CHF | 214,877 CHF | 100.00% | 100.00% |
30/04/2024 | 0.93% | 85.33 % | 86.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,486 CHF | 215,486 CHF | 100.00% | 100.00% |