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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.80% | 101.52 % | 102.34 % | 240,000 | 250,000 | 244,956 | 250,000 | 248,714 CHF | 255,886 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,024 CHF | 255,048 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,996 CHF | 249,998 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,847 CHF | 248,847 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,290 CHF | 248,290 CHF | 100.00% | 100.00% |
08/05/2024 | 0.83% | 95.31 % | 96.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,846 CHF | 240,846 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,062 CHF | 245,062 CHF | 100.00% | 100.00% |
06/05/2024 | 0.82% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,425 CHF | 244,425 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 96.95 % | 97.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,799 CHF | 243,799 CHF | 99.38% | 99.38% |
02/05/2024 | 0.83% | 96.42 % | 97.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,769 CHF | 242,769 CHF | 100.00% | 100.00% |