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% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,782 CHF | 254,807 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,687 CHF | 253,712 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,359 CHF | 253,384 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,118 CHF | 253,143 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,754 CHF | 253,775 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,672 CHF | 252,693 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,881 CHF | 252,904 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,225 CHF | 252,229 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,524 CHF | 251,524 CHF | 99.11% | 99.11% |
02/05/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,448 CHF | 250,448 CHF | 100.00% | 100.00% |