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 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,710 CHF | 248,710 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.59 % | 99.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,689 CHF | 248,689 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.20 % | 99.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,201 CHF | 247,201 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,467 CHF | 246,467 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,489 CHF | 250,489 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,491 CHF | 250,491 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,654 CHF | 249,654 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,570 CHF | 250,570 CHF | 99.45% | 99.45% |
02/05/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,688 CHF | 249,688 CHF | 100.00% | 100.00% |
30/04/2024 | 0.81% | 98.49 % | 99.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,319 CHF | 248,319 CHF | 100.00% | 100.00% |