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 | 0.86% | 92.98 % | 93.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,160 CHF | 233,160 CHF | 100.00% | 100.00% |
14/05/2024 | 0.86% | 92.01 % | 92.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,194 CHF | 233,194 CHF | 100.00% | 100.00% |
13/05/2024 | 0.86% | 92.32 % | 93.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,639 CHF | 234,639 CHF | 100.00% | 100.00% |
10/05/2024 | 0.85% | 93.41 % | 94.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,622 CHF | 237,622 CHF | 100.00% | 100.00% |
08/05/2024 | 0.83% | 95.88 % | 96.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,662 CHF | 242,662 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,615 CHF | 245,615 CHF | 100.00% | 100.00% |
06/05/2024 | 0.82% | 97.29 % | 98.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,598 CHF | 245,598 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 96.77 % | 97.57 % | 250,000 | 230,000 | 250,000 | 248,298 | 241,318 CHF | 241,656 CHF | 99.38% | 99.38% |
02/05/2024 | 0.83% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,768 CHF | 242,768 CHF | 100.00% | 100.00% |
30/04/2024 | 0.82% | 96.58 % | 97.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,618 CHF | 244,618 CHF | 100.00% | 100.00% |