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 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,820 CHF | 249,820 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.87 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,702 CHF | 248,702 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,745 CHF | 248,745 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.59 % | 99.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,299 CHF | 248,299 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 97.96 % | 98.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,761 CHF | 246,761 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 97.66 % | 98.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,700 CHF | 245,700 CHF | 100.00% | 100.00% |
06/05/2024 | 0.82% | 96.95 % | 97.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,522 CHF | 244,522 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 96.65 % | 97.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,605 CHF | 243,605 CHF | 99.22% | 99.22% |
02/05/2024 | 0.82% | 96.39 % | 97.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,503 CHF | 243,503 CHF | 100.00% | 100.00% |
30/04/2024 | 0.82% | 96.79 % | 97.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,430 CHF | 244,430 CHF | 100.00% | 100.00% |