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% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,025 CHF | 253,050 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,018 CHF | 253,043 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,975 CHF | 253,000 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,975 CHF | 253,000 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.34 % | 101.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,852 CHF | 252,877 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,775 CHF | 252,800 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.28 % | 101.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,675 CHF | 252,700 CHF | 99.85% | 99.85% |
02/05/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,582 CHF | 252,598 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,538 CHF | 252,547 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,541 CHF | 252,559 CHF | 100.00% | 100.00% |