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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,254 CHF | 254,280 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,200 CHF | 254,225 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,171 CHF | 254,196 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,109 CHF | 254,134 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,050 CHF | 254,075 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,973 CHF | 253,998 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,903 CHF | 253,928 CHF | 98.91% | 98.91% |
02/05/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,830 CHF | 253,855 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,703 CHF | 253,728 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 102.27 % | 103.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,612 CHF | 257,662 CHF | 100.00% | 100.00% |