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% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,312 CHF | 254,337 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,289 CHF | 254,314 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,879 CHF | 254,904 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,169 CHF | 255,194 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,206 CHF | 255,234 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,832 CHF | 253,859 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,345 CHF | 255,375 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.50 % | 101.31 % | 150,000 | 250,000 | 243,313 | 250,000 | 244,005 CHF | 252,746 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,528 CHF | 248,529 CHF | 93.70% | 93.70% |
02/05/2024 | 0.80% | 97.86 % | 98.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,106 CHF | 251,109 CHF | 99.99% | 99.99% |