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% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,153 CHF | 251,153 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,158 CHF | 250,158 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,165 CHF | 251,165 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,073 CHF | 251,073 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,387 CHF | 251,387 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,169 CHF | 250,169 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,342 CHF | 250,342 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,496 CHF | 250,496 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,642 CHF | 249,642 CHF | 99.01% | 99.01% |
02/05/2024 | 0.80% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,485 CHF | 249,485 CHF | 100.00% | 100.00% |