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% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,354 CHF | 254,379 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,359 CHF | 253,384 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,427 CHF | 252,434 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,007 CHF | 253,032 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.38 % | 101.19 % | 200,000 | 250,000 | 200,028 | 250,000 | 200,880 CHF | 253,090 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,349 CHF | 252,352 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,651 CHF | 251,651 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,929 CHF | 250,929 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,649 CHF | 249,649 CHF | 99.72% | 99.72% |
02/05/2024 | 0.80% | 98.69 % | 99.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,603 CHF | 250,603 CHF | 100.00% | 100.00% |