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% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,711 CHF | 252,736 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,839 CHF | 252,864 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,229 CHF | 252,229 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,000 CHF | 252,000 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.99 % | 100.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,160 CHF | 252,160 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,195 CHF | 252,199 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,399 CHF | 252,403 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,983 CHF | 251,983 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,453 CHF | 256,503 CHF | 99.68% | 99.68% |
02/05/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,737 CHF | 256,787 CHF | 100.00% | 100.00% |