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% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,930 CHF | 254,955 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,894 CHF | 254,919 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,533 CHF | 254,558 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,412 CHF | 254,437 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,223 CHF | 254,248 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,278 CHF | 253,303 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,181 CHF | 254,206 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,164 CHF | 253,189 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,795 CHF | 252,818 CHF | 99.82% | 99.82% |
02/05/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,758 CHF | 251,759 CHF | 100.00% | 100.00% |