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 | 0.68% | 102.38 % | 103.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,808 CHF | 154,858 CHF | 100.00% | 100.00% |
15/05/2024 | 0.68% | 102.53 % | 103.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,430 CHF | 154,480 CHF | 100.00% | 100.00% |
14/05/2024 | 0.68% | 102.17 % | 102.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,455 CHF | 154,505 CHF | 100.00% | 100.00% |
13/05/2024 | 0.68% | 102.10 % | 102.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,870 CHF | 153,920 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 101.56 % | 102.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,299 CHF | 153,349 CHF | 100.00% | 100.00% |
08/05/2024 | 0.69% | 100.78 % | 101.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,730 CHF | 151,780 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 100.92 % | 101.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,320 CHF | 152,370 CHF | 100.00% | 100.00% |
06/05/2024 | 0.70% | 99.96 % | 100.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,282 CHF | 151,332 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 99.47 % | 100.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,251 CHF | 150,301 CHF | 99.99% | 99.99% |
02/05/2024 | 0.70% | 98.61 % | 99.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,506 CHF | 149,556 CHF | 99.89% | 99.89% |