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 | 0.74% | 100.54 % | 101.29 % | 195,000 | 195,000 | 195,000 | 195,000 | 195,670 CHF | 197,133 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 100.09 % | 100.84 % | 195,000 | 195,000 | 197,352 | 195,000 | 197,479 CHF | 196,590 CHF | 99.99% | 99.99% |
14/05/2024 | 0.75% | 100.11 % | 100.86 % | 195,000 | 195,000 | 199,382 | 195,000 | 199,214 CHF | 196,299 CHF | 99.93% | 99.93% |
13/05/2024 | 0.75% | 99.83 % | 100.58 % | 200,000 | 195,000 | 199,985 | 195,000 | 199,504 CHF | 195,994 CHF | 99.98% | 99.98% |
10/05/2024 | 0.75% | 99.60 % | 100.35 % | 200,000 | 195,000 | 200,000 | 195,000 | 199,416 CHF | 195,893 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 99.70 % | 100.45 % | 200,000 | 195,000 | 200,000 | 195,000 | 199,270 CHF | 195,750 CHF | 100.00% | 100.00% |
07/05/2024 | 0.75% | 99.34 % | 100.09 % | 200,000 | 195,000 | 200,000 | 196,730 | 198,591 CHF | 196,818 CHF | 99.99% | 99.99% |
06/05/2024 | 0.75% | 99.34 % | 100.09 % | 200,000 | 195,000 | 200,000 | 199,422 | 198,116 CHF | 199,037 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 98.93 % | 99.68 % | 200,000 | 200,000 | 200,000 | 200,000 | 197,994 CHF | 199,494 CHF | 100.00% | 100.00% |
02/05/2024 | 0.75% | 99.04 % | 99.79 % | 200,000 | 200,000 | 200,000 | 199,194 | 198,322 CHF | 199,014 CHF | 99.97% | 99.97% |