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 | 0.60% | 99.31 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,294 CHF | 249,794 CHF | 100.00% | 100.00% |
15/05/2024 | 0.60% | 99.31 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,244 CHF | 249,744 CHF | 100.00% | 100.00% |
14/05/2024 | 0.60% | 99.28 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,198 CHF | 249,698 CHF | 100.00% | 100.00% |
13/05/2024 | 0.60% | 99.27 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,192 CHF | 249,692 CHF | 100.00% | 100.00% |
10/05/2024 | 0.60% | 99.28 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,222 CHF | 249,722 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 99.29 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,231 CHF | 249,731 CHF | 100.00% | 100.00% |
07/05/2024 | 0.60% | 99.28 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,194 CHF | 249,694 CHF | 100.00% | 100.00% |
06/05/2024 | 0.60% | 99.27 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,169 CHF | 249,669 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 99.26 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,114 CHF | 249,614 CHF | 100.00% | 100.00% |
02/05/2024 | 0.60% | 99.23 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,122 CHF | 249,622 CHF | 100.00% | 100.00% |