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% | 101.17 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,925 CHF | 254,950 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.17 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,925 CHF | 254,950 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.17 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,925 CHF | 254,950 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,900 CHF | 254,925 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,875 CHF | 254,900 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,850 CHF | 254,875 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,850 CHF | 254,875 CHF | 99.19% | 99.19% |
02/05/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,825 CHF | 254,850 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,797 CHF | 254,822 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,616 CHF | 254,641 CHF | 100.00% | 100.00% |