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 | 0.81% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,004 CHF | 249,004 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,769 CHF | 248,769 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,855 CHF | 248,855 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,004 CHF | 249,004 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,925 CHF | 249,925 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 99.03 % | 99.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,336 CHF | 249,336 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,024 CHF | 249,024 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,542 CHF | 248,542 CHF | 99.00% | 99.00% |
02/05/2024 | 0.81% | 98.38 % | 99.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,221 CHF | 248,221 CHF | 100.00% | 100.00% |
30/04/2024 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,701 CHF | 248,701 CHF | 100.00% | 100.00% |