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% | 132.99 % | 134.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 332,732 CHF | 335,407 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 132.49 % | 133.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 329,578 CHF | 332,228 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 131.26 % | 132.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 327,076 CHF | 329,701 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 130.80 % | 131.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 327,166 CHF | 329,791 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 130.63 % | 131.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 326,005 CHF | 328,628 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 128.87 % | 129.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 321,802 CHF | 324,382 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 128.17 % | 129.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 318,719 CHF | 321,278 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 126.00 % | 127.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 315,409 CHF | 317,942 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 125.38 % | 126.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 313,354 CHF | 315,875 CHF | 98.77% | 98.77% |
02/05/2024 | 0.80% | 124.69 % | 125.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 312,840 CHF | 315,355 CHF | 100.00% | 100.00% |