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% | 99.22 % | 100.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,235 CHF | 250,235 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,179 CHF | 250,179 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,753 CHF | 250,753 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.45 % | 100.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,511 CHF | 250,511 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,242 CHF | 250,242 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,456 CHF | 249,456 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.86 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,916 CHF | 248,916 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,397 CHF | 248,397 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,783 CHF | 247,783 CHF | 99.80% | 99.80% |
02/05/2024 | 0.81% | 98.28 % | 99.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,817 CHF | 247,817 CHF | 100.00% | 100.00% |