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% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,216 CHF | 252,216 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.66 % | 100.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,210 CHF | 251,210 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,818 CHF | 250,818 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,544 CHF | 251,544 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.93 % | 100.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,789 CHF | 251,789 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,218 CHF | 251,218 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,578 CHF | 250,578 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.14 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,829 CHF | 249,829 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.71 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,872 CHF | 248,872 CHF | 98.86% | 98.86% |
02/05/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,019 CHF | 249,019 CHF | 100.00% | 100.00% |