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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,355 CHF | 252,355 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,109 CHF | 252,109 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,396 CHF | 252,396 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,513 CHF | 251,513 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,646 CHF | 251,646 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,635 CHF | 251,635 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.37 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,533 CHF | 250,533 CHF | 99.85% | 99.85% |
02/05/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,292 CHF | 250,292 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,726 CHF | 251,726 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 235,000 | 250,000 | 246,495 | 249,763 CHF | 248,233 CHF | 100.00% | 100.00% |