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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,697 CHF | 252,722 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,675 CHF | 252,700 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,655 CHF | 252,680 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,627 CHF | 252,652 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.25 % | 101.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,620 CHF | 252,645 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.22 % | 101.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,520 CHF | 252,527 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,392 CHF | 252,392 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,251 CHF | 252,251 CHF | 99.36% | 99.36% |
02/05/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,191 CHF | 252,191 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,175 CHF | 252,175 CHF | 100.00% | 100.00% |