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 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,292 CHF | 248,292 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,054 CHF | 249,054 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,212 CHF | 247,212 CHF | 100.00% | 100.00% |
13/05/2024 | 0.82% | 97.79 % | 98.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,402 CHF | 244,402 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,926 CHF | 244,926 CHF | 100.00% | 100.00% |
08/05/2024 | 0.82% | 97.46 % | 98.26 % | 250,000 | 200,000 | 250,000 | 243,695 | 243,949 CHF | 239,740 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,501 CHF | 245,501 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,974 CHF | 249,974 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,388 CHF | 244,388 CHF | 99.00% | 99.00% |
02/05/2024 | 0.83% | 95.16 % | 95.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,803 CHF | 242,803 CHF | 100.00% | 100.00% |