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% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,630 CHF | 258,680 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.63 % | 103.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,564 CHF | 258,614 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,378 CHF | 258,428 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.52 % | 103.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,289 CHF | 258,339 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.49 % | 103.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,235 CHF | 258,285 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,099 CHF | 258,149 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.49 % | 103.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,168 CHF | 258,218 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.44 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,070 CHF | 258,120 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,707 CHF | 257,757 CHF | 99.26% | 99.26% |
02/05/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,855 CHF | 257,905 CHF | 100.00% | 100.00% |