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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,719 CHF | 252,742 CHF | 100.00% | 100.00% |
28/05/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,653 CHF | 252,677 CHF | 100.00% | 100.00% |
27/05/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,561 CHF | 252,572 CHF | 100.00% | 100.00% |
24/05/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,511 CHF | 252,513 CHF | 100.00% | 100.00% |
23/05/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,619 CHF | 252,641 CHF | 100.00% | 100.00% |
22/05/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,397 CHF | 252,397 CHF | 100.00% | 100.00% |
21/05/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,566 CHF | 252,579 CHF | 100.00% | 100.00% |
17/05/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,493 CHF | 252,493 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,365 CHF | 252,367 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.55 % | 100.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,601 CHF | 250,601 CHF | 100.00% | 100.00% |