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 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,329 CHF | 247,329 CHF | 99.43% | 99.43% |
14/05/2024 | 0.82% | 97.70 % | 98.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,936 CHF | 245,936 CHF | 98.94% | 98.94% |
13/05/2024 | 0.82% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,932 CHF | 244,932 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 96.80 % | 97.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,767 CHF | 244,767 CHF | 99.84% | 99.84% |
08/05/2024 | 0.82% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,590 CHF | 244,590 CHF | 98.26% | 98.26% |
07/05/2024 | 0.83% | 96.90 % | 97.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,375 CHF | 243,375 CHF | 99.43% | 99.43% |
06/05/2024 | 0.83% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,410 CHF | 242,410 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 95.70 % | 96.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,646 CHF | 241,646 CHF | 100.00% | 100.00% |
02/05/2024 | 0.82% | 96.60 % | 97.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,890 CHF | 243,890 CHF | 100.00% | 100.00% |
30/04/2024 | 0.82% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,377 CHF | 244,377 CHF | 99.24% | 99.24% |