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 | 0.82% | 97.38 % | 98.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,830 CHF | 245,830 CHF | 100.00% | 100.00% |
15/05/2024 | 0.82% | 97.37 % | 98.17 % | 250,000 | 235,000 | 250,000 | 238,583 | 242,895 CHF | 233,710 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,744 CHF | 246,744 CHF | 100.00% | 100.00% |
13/05/2024 | 0.82% | 98.17 % | 98.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,662 CHF | 245,662 CHF | 100.00% | 100.00% |
10/05/2024 | 0.83% | 96.21 % | 97.01 % | 250,000 | 235,000 | 250,000 | 238,137 | 239,838 CHF | 230,351 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 95.14 % | 95.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,160 CHF | 240,160 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 95.78 % | 96.58 % | 250,000 | 240,000 | 250,000 | 249,211 | 240,191 CHF | 241,431 CHF | 100.00% | 100.00% |
06/05/2024 | 0.83% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,031 CHF | 243,031 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 95.94 % | 96.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,072 CHF | 242,072 CHF | 98.73% | 98.73% |
02/05/2024 | 0.83% | 96.26 % | 97.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,882 CHF | 242,882 CHF | 100.00% | 100.00% |