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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.21% | 97.70 % | 97.90 % | 250,000 | 250,000 | 249,182 | 249,182 | 242,485 CHF | 242,984 CHF | 100.00% | 100.00% |
14/05/2024 | 0.21% | 96.00 % | 96.20 % | 250,000 | 250,000 | 249,964 | 249,964 | 238,968 CHF | 239,467 CHF | 99.03% | 99.03% |
13/05/2024 | 0.41% | 97.60 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,678 CHF | 243,678 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 96.50 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,942 CHF | 242,942 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 95.00 % | 95.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,634 CHF | 238,134 CHF | 98.03% | 98.03% |
07/05/2024 | 0.21% | 94.80 % | 95.00 % | 250,000 | 250,000 | 249,954 | 249,954 | 235,397 CHF | 235,897 CHF | 99.47% | 99.47% |
06/05/2024 | 0.43% | 93.50 % | 93.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,132 CHF | 234,132 CHF | 100.00% | 100.00% |
03/05/2024 | 0.38% | 92.70 % | 93.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,004 CHF | 230,874 CHF | 99.98% | 99.98% |
02/05/2024 | 0.21% | 91.30 % | 91.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,311 CHF | 233,811 CHF | 99.98% | 99.98% |
30/04/2024 | 0.43% | 94.30 % | 94.70 % | 250,000 | 250,000 | 249,811 | 249,811 | 234,816 CHF | 235,816 CHF | 100.00% | 100.00% |