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% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,154 CHF | 253,179 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,950 CHF | 252,975 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,831 CHF | 252,856 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,806 CHF | 252,831 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,858 CHF | 252,883 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,751 CHF | 252,776 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,568 CHF | 252,593 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.18 % | 100.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,397 CHF | 252,397 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,137 CHF | 252,137 CHF | 99.11% | 99.11% |
02/05/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,308 CHF | 252,308 CHF | 100.00% | 100.00% |