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 | 0.70% | 100.30 % | 101.00 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,971 CHF | 303,071 CHF | 100.00% | 100.00% |
15/05/2024 | 0.70% | 100.37 % | 101.07 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,950 CHF | 303,050 CHF | 100.00% | 100.00% |
14/05/2024 | 0.70% | 100.19 % | 100.89 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,243 CHF | 302,343 CHF | 100.00% | 100.00% |
13/05/2024 | 0.70% | 100.04 % | 100.74 % | 300,000 | 300,000 | 300,000 | 300,000 | 300,184 CHF | 302,284 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 99.83 % | 100.53 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,212 CHF | 301,312 CHF | 99.94% | 99.94% |
08/05/2024 | 0.70% | 99.51 % | 100.21 % | 300,000 | 300,000 | 300,000 | 300,000 | 298,841 CHF | 300,941 CHF | 94.44% | 94.44% |
07/05/2024 | 0.70% | 99.82 % | 100.52 % | 300,000 | 300,000 | 300,000 | 300,000 | 299,442 CHF | 301,542 CHF | 100.00% | 100.00% |
06/05/2024 | 0.71% | 98.17 % | 98.87 % | 300,000 | 300,000 | 300,000 | 300,000 | 293,971 CHF | 296,071 CHF | 100.00% | 100.00% |
03/05/2024 | 0.72% | 97.54 % | 98.24 % | 300,000 | 300,000 | 300,000 | 300,000 | 292,176 CHF | 294,276 CHF | 100.00% | 100.00% |
02/05/2024 | 0.72% | 97.05 % | 97.75 % | 300,000 | 300,000 | 300,000 | 300,000 | 291,435 CHF | 293,535 CHF | 100.00% | 100.00% |