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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.81% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,302 CHF | 249,302 CHF | 100.00% | 100.00% |
21/05/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,266 CHF | 250,266 CHF | 100.00% | 100.00% |
17/05/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,554 CHF | 249,554 CHF | 100.00% | 100.00% |
16/05/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,100 CHF | 249,100 CHF | 100.00% | 100.00% |
15/05/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,989 CHF | 247,989 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,905 CHF | 248,905 CHF | 100.00% | 100.00% |
13/05/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,693 CHF | 248,693 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.69 % | 99.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,196 CHF | 249,196 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,628 CHF | 247,628 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 240,000 | 250,000 | 247,164 | 245,836 CHF | 245,028 CHF | 100.00% | 100.00% |