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% | 104.24 % | 105.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,579 CHF | 262,679 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 104.06 % | 104.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,827 CHF | 261,907 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 104.15 % | 104.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,471 CHF | 262,571 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 104.19 % | 105.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,516 CHF | 262,616 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 103.90 % | 104.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,656 CHF | 261,731 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 103.74 % | 104.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,036 CHF | 261,111 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 103.35 % | 104.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,355 CHF | 260,430 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.99 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,433 CHF | 259,508 CHF | 99.55% | 99.55% |
02/05/2024 | 0.80% | 102.72 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,168 CHF | 259,243 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 103.03 % | 103.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,555 CHF | 259,630 CHF | 100.00% | 100.00% |