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 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,025 CHF | 251,025 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,025 CHF | 251,025 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,025 CHF | 251,025 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,000 CHF | 251,000 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,950 CHF | 250,950 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,925 CHF | 250,925 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,900 CHF | 250,900 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,875 CHF | 250,875 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,900 CHF | 250,900 CHF | 99.09% | 99.09% |
02/05/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,837 CHF | 250,837 CHF | 100.00% | 100.00% |