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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.80% | 109.96 % | 110.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,964 CHF | 277,164 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 109.63 % | 110.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,323 CHF | 275,523 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 109.90 % | 110.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,129 CHF | 277,334 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 110.24 % | 111.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,466 CHF | 277,680 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 109.43 % | 110.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,444 CHF | 275,644 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 109.14 % | 110.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,119 CHF | 274,303 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 108.32 % | 109.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,470 CHF | 272,645 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 107.43 % | 108.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,948 CHF | 271,102 CHF | 99.86% | 99.86% |
02/05/2024 | 0.80% | 107.42 % | 108.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,111 CHF | 271,269 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 107.85 % | 108.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,042 CHF | 272,217 CHF | 100.00% | 100.00% |