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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.80% | 107.30 % | 108.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,140 CHF | 270,290 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 107.55 % | 108.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,662 CHF | 270,812 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 107.37 % | 108.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,572 CHF | 270,722 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 107.17 % | 108.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,992 CHF | 270,142 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 107.15 % | 108.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,616 CHF | 269,766 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 106.99 % | 107.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,333 CHF | 269,483 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 106.79 % | 107.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,775 CHF | 268,925 CHF | 99.42% | 99.42% |
02/05/2024 | 0.80% | 106.63 % | 107.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,170 CHF | 269,320 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 107.14 % | 108.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,792 CHF | 269,942 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 107.30 % | 108.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,284 CHF | 270,434 CHF | 100.00% | 100.00% |