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 | 0.82% | 97.06 % | 97.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,453 CHF | 244,453 CHF | 100.00% | 100.00% |
14/05/2024 | 0.82% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,697 CHF | 243,697 CHF | 100.00% | 100.00% |
13/05/2024 | 0.82% | 96.82 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,196 CHF | 244,196 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 96.89 % | 97.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,304 CHF | 244,304 CHF | 100.00% | 100.00% |
08/05/2024 | 0.82% | 96.82 % | 97.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,051 CHF | 244,051 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 96.71 % | 97.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,544 CHF | 243,544 CHF | 100.00% | 100.00% |
06/05/2024 | 0.83% | 96.18 % | 96.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,360 CHF | 242,360 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 95.91 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,619 CHF | 241,619 CHF | 99.12% | 99.12% |
02/05/2024 | 0.83% | 95.54 % | 96.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,137 CHF | 241,137 CHF | 100.00% | 100.00% |
30/04/2024 | 0.83% | 95.74 % | 96.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,565 CHF | 241,565 CHF | 100.00% | 100.00% |