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% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,225 CHF | 256,275 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,175 CHF | 256,225 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,175 CHF | 256,225 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,175 CHF | 256,225 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,150 CHF | 256,200 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,150 CHF | 256,200 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,125 CHF | 256,175 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,100 CHF | 256,150 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,075 CHF | 256,125 CHF | 99.35% | 99.35% |
02/05/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,075 CHF | 256,125 CHF | 100.00% | 100.00% |