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 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,500 CHF | 255,525 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,407 CHF | 255,432 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,307 CHF | 255,332 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,303 CHF | 255,328 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,232 CHF | 255,257 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,210 CHF | 255,235 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,153 CHF | 255,178 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,120 CHF | 255,145 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,909 CHF | 254,934 CHF | 99.51% | 99.51% |
02/05/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,520 CHF | 254,545 CHF | 100.00% | 100.00% |