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% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,925 CHF | 256,975 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,950 CHF | 257,000 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,950 CHF | 257,000 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,925 CHF | 256,975 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,900 CHF | 256,950 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.93 % | 102.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,831 CHF | 256,881 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,762 CHF | 256,812 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,634 CHF | 256,684 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,369 CHF | 256,419 CHF | 99.19% | 99.19% |
02/05/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,419 CHF | 256,469 CHF | 100.00% | 100.00% |