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% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,385 CHF | 254,410 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,908 CHF | 252,932 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,213 CHF | 251,213 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,055 CHF | 252,056 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,273 CHF | 252,277 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,692 CHF | 250,692 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.31 % | 100.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,503 CHF | 249,503 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,876 CHF | 247,876 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 97.69 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,167 CHF | 245,167 CHF | 99.35% | 99.35% |
02/05/2024 | 0.81% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,575 CHF | 247,575 CHF | 100.00% | 100.00% |