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% | 98.29 % | 99.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,824 CHF | 247,824 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.21 % | 99.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,742 CHF | 247,742 CHF | 100.00% | 100.00% |
13/05/2024 | 0.82% | 97.85 % | 98.65 % | 250,000 | 240,000 | 250,000 | 245,271 | 244,086 CHF | 241,432 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 97.47 % | 98.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,363 CHF | 245,363 CHF | 100.00% | 100.00% |
08/05/2024 | 0.82% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,688 CHF | 245,688 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 97.67 % | 98.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,913 CHF | 245,913 CHF | 100.00% | 100.00% |
06/05/2024 | 0.82% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,824 CHF | 244,824 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,653 CHF | 245,653 CHF | 98.81% | 98.81% |
02/05/2024 | 0.82% | 96.91 % | 97.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,529 CHF | 244,529 CHF | 100.00% | 100.00% |
30/04/2024 | 0.83% | 96.52 % | 97.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,985 CHF | 242,985 CHF | 100.00% | 100.00% |