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% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,085 CHF | 250,085 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,088 CHF | 250,088 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,525 CHF | 248,525 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,646 CHF | 247,646 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,668 CHF | 247,668 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.46 % | 99.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,824 CHF | 247,824 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 97.59 % | 98.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,870 CHF | 246,870 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,440 CHF | 247,440 CHF | 98.91% | 98.91% |
02/05/2024 | 0.81% | 97.82 % | 98.62 % | 250,000 | 225,000 | 250,000 | 248,996 | 244,772 CHF | 245,781 CHF | 100.00% | 100.00% |
30/04/2024 | 0.82% | 97.12 % | 97.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,648 CHF | 244,648 CHF | 100.00% | 100.00% |