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 | 0.50% | 99.38 % | 99.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,424 CHF | 249,674 CHF | 100.00% | 100.00% |
15/05/2024 | 0.50% | 99.39 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,275 CHF | 249,525 CHF | 100.00% | 100.00% |
14/05/2024 | 0.50% | 99.41 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,974 CHF | 249,224 CHF | 100.00% | 100.00% |
13/05/2024 | 0.50% | 99.16 % | 99.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,963 CHF | 249,213 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 99.21 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,002 CHF | 249,252 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 99.56 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,861 CHF | 250,111 CHF | 100.00% | 100.00% |
07/05/2024 | 0.50% | 99.53 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,663 CHF | 249,913 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 99.39 % | 99.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,442 CHF | 249,692 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 99.20 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,896 CHF | 249,146 CHF | 98.89% | 98.89% |
02/05/2024 | 0.50% | 98.99 % | 99.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,532 CHF | 248,782 CHF | 100.00% | 100.00% |