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% | 100.31 % | 101.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,750 CHF | 252,775 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,516 CHF | 252,528 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,326 CHF | 252,326 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,400 CHF | 252,400 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,610 CHF | 252,628 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,197 CHF | 252,197 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,415 CHF | 252,415 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,435 CHF | 252,435 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,483 CHF | 252,488 CHF | 99.50% | 99.50% |
02/05/2024 | 0.80% | 100.04 % | 100.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,344 CHF | 252,344 CHF | 100.00% | 100.00% |