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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.84% | 94.36 % | 95.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,887 CHF | 237,887 CHF | 100.00% | 100.00% |
13/05/2024 | 0.84% | 94.35 % | 95.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,907 CHF | 237,907 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 94.36 % | 95.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,970 CHF | 237,970 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 94.39 % | 95.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,998 CHF | 237,998 CHF | 100.00% | 100.00% |
07/05/2024 | 0.84% | 94.39 % | 95.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,910 CHF | 237,910 CHF | 100.00% | 100.00% |
06/05/2024 | 0.84% | 94.34 % | 95.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,844 CHF | 237,844 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 94.30 % | 95.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,672 CHF | 237,672 CHF | 98.92% | 98.92% |
02/05/2024 | 0.84% | 94.25 % | 95.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,754 CHF | 237,754 CHF | 100.00% | 100.00% |
30/04/2024 | 0.84% | 94.31 % | 95.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,871 CHF | 237,871 CHF | 100.00% | 100.00% |
29/04/2024 | 0.84% | 94.40 % | 95.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,017 CHF | 238,017 CHF | 100.00% | 100.00% |