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% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,470 CHF | 251,470 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,179 CHF | 251,179 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,342 CHF | 253,367 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,432 CHF | 253,456 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,528 CHF | 253,553 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,567 CHF | 253,592 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,481 CHF | 253,506 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.55 % | 101.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,383 CHF | 253,408 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,067 CHF | 253,092 CHF | 99.63% | 99.63% |
02/05/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,007 CHF | 253,032 CHF | 100.00% | 100.00% |