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% | 110.05 % | 110.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,900 CHF | 277,100 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 109.97 % | 110.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,098 CHF | 277,298 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 109.91 % | 110.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,530 CHF | 276,730 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 109.57 % | 110.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,811 CHF | 276,011 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 109.52 % | 110.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,663 CHF | 275,863 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 108.51 % | 109.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,287 CHF | 273,462 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 108.21 % | 109.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,470 CHF | 272,645 CHF | 99.23% | 99.23% |
02/05/2024 | 0.80% | 107.91 % | 108.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,001 CHF | 272,176 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 108.21 % | 109.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,626 CHF | 272,801 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 108.31 % | 109.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,873 CHF | 273,048 CHF | 100.00% | 100.00% |