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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,352 CHF | 251,352 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,620 CHF | 251,620 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,647 CHF | 251,647 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,154 CHF | 251,154 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,790 CHF | 250,790 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,256 CHF | 250,256 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,350 CHF | 249,350 CHF | 98.91% | 98.91% |
02/05/2024 | 0.80% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,809 CHF | 249,809 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,163 CHF | 250,163 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,474 CHF | 250,474 CHF | 100.00% | 100.00% |