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 | 0.83% | 95.65 % | 96.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,078 CHF | 241,078 CHF | 100.00% | 100.00% |
14/05/2024 | 0.83% | 95.60 % | 96.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,984 CHF | 240,984 CHF | 100.00% | 100.00% |
13/05/2024 | 0.83% | 95.64 % | 96.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,052 CHF | 241,052 CHF | 100.00% | 100.00% |
10/05/2024 | 0.83% | 95.62 % | 96.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,049 CHF | 241,049 CHF | 100.00% | 100.00% |
08/05/2024 | 0.83% | 95.59 % | 96.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,959 CHF | 240,959 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 95.55 % | 96.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,839 CHF | 240,839 CHF | 100.00% | 100.00% |
06/05/2024 | 0.83% | 95.53 % | 96.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,825 CHF | 240,825 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 95.51 % | 96.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,764 CHF | 240,764 CHF | 98.98% | 98.98% |
02/05/2024 | 0.83% | 95.52 % | 96.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,893 CHF | 240,893 CHF | 100.00% | 100.00% |
30/04/2024 | 0.83% | 95.58 % | 96.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,994 CHF | 240,994 CHF | 100.00% | 100.00% |