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 | 0.69% | 100.73 % | 101.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,089 CHF | 152,139 CHF | 100.00% | 100.00% |
15/05/2024 | 0.69% | 100.65 % | 101.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,912 CHF | 151,962 CHF | 100.00% | 100.00% |
14/05/2024 | 0.69% | 100.44 % | 101.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,567 CHF | 151,617 CHF | 100.00% | 100.00% |
13/05/2024 | 0.69% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,692 CHF | 151,742 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,566 CHF | 151,616 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 100.20 % | 100.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,355 CHF | 151,405 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 100.20 % | 100.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,194 CHF | 151,244 CHF | 100.00% | 100.00% |
06/05/2024 | 0.70% | 100.00 % | 100.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,966 CHF | 151,016 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 99.82 % | 100.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,522 CHF | 150,572 CHF | 100.00% | 100.00% |
02/05/2024 | 0.70% | 99.44 % | 100.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,854 CHF | 150,904 CHF | 100.00% | 100.00% |