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 | 0.80% | 101.38 % | 102.19 % | 250,000 | 175,000 | 250,000 | 198,398 | 254,207 CHF | 203,402 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.79 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,033 CHF | 250,033 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 98.45 % | 99.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,221 CHF | 247,221 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,455 CHF | 249,455 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.72 % | 99.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,411 CHF | 248,411 CHF | 100.00% | 100.00% |
08/05/2024 | 0.83% | 96.69 % | 97.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,300 CHF | 243,300 CHF | 100.00% | 100.00% |
07/05/2024 | 0.84% | 95.78 % | 96.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,143 CHF | 239,143 CHF | 100.00% | 100.00% |
06/05/2024 | 0.85% | 93.79 % | 94.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,283 CHF | 237,283 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 93.04 % | 93.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,563 CHF | 233,563 CHF | 99.16% | 99.16% |
02/05/2024 | 0.85% | 91.99 % | 92.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,476 CHF | 236,476 CHF | 100.00% | 100.00% |