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% | 98.23 % | 99.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,677 CHF | 248,677 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,008 CHF | 248,008 CHF | 100.00% | 100.00% |
14/05/2024 | 0.82% | 97.85 % | 98.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,095 CHF | 246,095 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 97.42 % | 98.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,759 CHF | 246,759 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 97.82 % | 98.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,932 CHF | 246,932 CHF | 100.00% | 100.00% |
08/05/2024 | 0.82% | 96.79 % | 97.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,982 CHF | 243,982 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 97.27 % | 98.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,915 CHF | 244,915 CHF | 100.00% | 100.00% |
06/05/2024 | 0.82% | 97.23 % | 98.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,829 CHF | 243,829 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,087 CHF | 241,087 CHF | 99.26% | 99.26% |
02/05/2024 | 0.83% | 95.69 % | 96.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,425 CHF | 241,425 CHF | 100.00% | 100.00% |