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% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,368 CHF | 252,375 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.22 % | 101.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,008 CHF | 253,028 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.40 % | 101.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,193 CHF | 253,218 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,595 CHF | 252,615 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,350 CHF | 253,375 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,047 CHF | 251,047 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,490 CHF | 251,490 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,907 CHF | 250,907 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,380 CHF | 249,380 CHF | 99.13% | 99.13% |
02/05/2024 | 0.81% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,499 CHF | 248,499 CHF | 100.00% | 100.00% |