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 | 0.81% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,153 CHF | 249,153 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.34 % | 99.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,604 CHF | 247,604 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,776 CHF | 248,776 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.62 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,714 CHF | 248,714 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,198 CHF | 247,198 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,203 CHF | 246,203 CHF | 100.00% | 100.00% |
06/05/2024 | 0.82% | 97.42 % | 98.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,169 CHF | 245,169 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 96.88 % | 97.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,416 CHF | 243,416 CHF | 99.42% | 99.42% |
02/05/2024 | 0.82% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,881 CHF | 244,881 CHF | 100.00% | 100.00% |
30/04/2024 | 0.82% | 97.66 % | 98.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,775 CHF | 245,775 CHF | 100.00% | 100.00% |