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% | 102.76 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,407 CHF | 259,478 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,064 CHF | 251,064 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,192 CHF | 247,192 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,564 CHF | 250,564 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,492 CHF | 250,492 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,861 CHF | 246,861 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 97.78 % | 98.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,833 CHF | 244,833 CHF | 100.00% | 100.00% |
06/05/2024 | 0.83% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,033 CHF | 243,033 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,281 CHF | 239,281 CHF | 99.06% | 99.06% |
02/05/2024 | 0.83% | 93.68 % | 94.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,543 CHF | 241,543 CHF | 100.00% | 100.00% |