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 | 0.80% | 100.01 % | 100.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,843 CHF | 251,843 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,746 CHF | 251,746 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,655 CHF | 251,655 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,284 CHF | 252,284 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,471 CHF | 250,471 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 98.75 % | 99.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,853 CHF | 248,853 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.74 % | 99.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,736 CHF | 248,736 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,458 CHF | 248,458 CHF | 99.80% | 99.80% |
02/05/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,479 CHF | 247,479 CHF | 100.00% | 100.00% |
30/04/2024 | 0.81% | 98.32 % | 99.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,993 CHF | 247,993 CHF | 100.00% | 100.00% |