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% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,049 CHF | 254,074 CHF | 100.00% | 100.00% |
28/05/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,141 CHF | 254,166 CHF | 100.00% | 100.00% |
27/05/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,200 CHF | 254,225 CHF | 100.00% | 100.00% |
24/05/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,952 CHF | 253,977 CHF | 100.00% | 100.00% |
23/05/2024 | 0.80% | 100.81 % | 101.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,040 CHF | 254,065 CHF | 100.00% | 100.00% |
22/05/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,762 CHF | 253,787 CHF | 100.00% | 100.00% |
21/05/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,639 CHF | 253,664 CHF | 100.00% | 100.00% |
17/05/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,401 CHF | 253,426 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,468 CHF | 253,493 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,205 CHF | 253,230 CHF | 100.00% | 100.00% |