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 | 0.50% | 99.35 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,445 CHF | 249,695 CHF | 100.00% | 100.00% |
15/05/2024 | 0.50% | 99.14 % | 99.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,823 CHF | 249,073 CHF | 100.00% | 100.00% |
14/05/2024 | 0.50% | 99.27 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,974 CHF | 249,224 CHF | 100.00% | 100.00% |
13/05/2024 | 0.50% | 98.99 % | 99.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,403 CHF | 248,653 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 99.36 % | 99.86 % | 250,000 | 50,000 | 250,000 | 175,351 | 248,628 CHF | 175,304 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 99.58 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,663 CHF | 249,913 CHF | 100.00% | 100.00% |
07/05/2024 | 0.50% | 99.51 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,834 CHF | 250,084 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 99.50 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,519 CHF | 249,769 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 99.17 % | 99.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,723 CHF | 248,973 CHF | 99.41% | 99.41% |
02/05/2024 | 0.50% | 99.06 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,047 CHF | 249,297 CHF | 100.00% | 100.00% |