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 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,964 CHF | 246,964 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 98.04 % | 98.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,091 CHF | 247,091 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 97.83 % | 98.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,458 CHF | 246,458 CHF | 100.00% | 100.00% |
13/05/2024 | 0.82% | 97.43 % | 98.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,972 CHF | 245,972 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,077 CHF | 246,077 CHF | 100.00% | 100.00% |
08/05/2024 | 0.83% | 96.15 % | 96.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,912 CHF | 241,912 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 96.31 % | 97.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,291 CHF | 243,291 CHF | 100.00% | 100.00% |
06/05/2024 | 0.83% | 95.88 % | 96.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,470 CHF | 241,470 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 95.61 % | 96.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,813 CHF | 240,813 CHF | 99.81% | 99.81% |
02/05/2024 | 0.84% | 94.90 % | 95.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,336 CHF | 239,336 CHF | 100.00% | 100.00% |