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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.80% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,492 CHF | 249,492 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,933 CHF | 249,933 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,739 CHF | 248,739 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,911 CHF | 248,911 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,072 CHF | 249,072 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,023 CHF | 248,023 CHF | 99.81% | 99.81% |
02/05/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 230,000 | 250,000 | 248,014 | 245,778 CHF | 245,813 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,840 CHF | 249,840 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 99.09 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,954 CHF | 249,954 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,820 CHF | 249,820 CHF | 100.00% | 100.00% |