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 | 1.00% | 80.36 % | 81.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,585 CHF | 201,583 CHF | 87.42% | 87.42% |
14/05/2024 | 0.98% | 81.37 % | 82.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,014 CHF | 205,014 CHF | 100.00% | 100.00% |
13/05/2024 | 1.00% | 79.80 % | 80.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,599 CHF | 201,597 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 79.43 % | 80.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,998 CHF | 201,998 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 79.18 % | 79.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,592 CHF | 199,577 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 78.20 % | 78.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,143 CHF | 197,105 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 78.12 % | 78.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,757 CHF | 198,736 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 79.08 % | 79.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,149 CHF | 203,149 CHF | 94.03% | 94.03% |
02/05/2024 | 1.00% | 76.69 % | 77.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 191,885 CHF | 193,814 CHF | 100.00% | 100.00% |
30/04/2024 | 1.00% | 76.65 % | 77.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,565 CHF | 197,529 CHF | 100.00% | 100.00% |