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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.68% | 103.34 % | 104.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,383 CHF | 260,133 CHF | 100.00% | 100.00% |
10/05/2024 | 0.67% | 103.37 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,510 CHF | 260,260 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 103.43 % | 104.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,551 CHF | 260,301 CHF | 100.00% | 100.00% |
07/05/2024 | 0.67% | 103.39 % | 104.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,587 CHF | 260,337 CHF | 100.00% | 100.00% |
06/05/2024 | 0.68% | 103.40 % | 104.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,371 CHF | 260,121 CHF | 100.00% | 100.00% |
03/05/2024 | 0.67% | 103.37 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,468 CHF | 260,218 CHF | 100.00% | 100.00% |
02/05/2024 | 0.67% | 103.32 % | 104.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,486 CHF | 260,236 CHF | 100.00% | 100.00% |
30/04/2024 | 0.68% | 103.23 % | 103.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,161 CHF | 259,911 CHF | 100.00% | 100.00% |
29/04/2024 | 0.68% | 103.33 % | 104.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,238 CHF | 259,988 CHF | 100.00% | 100.00% |
26/04/2024 | 0.68% | 103.29 % | 103.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,163 CHF | 259,913 CHF | 97.87% | 97.87% |