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 | 0.69% | 100.69 % | 101.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,035 CHF | 152,085 CHF | 100.00% | 100.00% |
14/05/2024 | 0.69% | 100.69 % | 101.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,035 CHF | 152,085 CHF | 100.00% | 100.00% |
13/05/2024 | 0.69% | 100.69 % | 101.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,035 CHF | 152,085 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 100.68 % | 101.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,020 CHF | 152,070 CHF | 100.00% | 100.00% |
08/05/2024 | 0.69% | 100.68 % | 101.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,020 CHF | 152,070 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 100.66 % | 101.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,990 CHF | 152,040 CHF | 100.00% | 100.00% |
06/05/2024 | 0.69% | 100.66 % | 101.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,990 CHF | 152,040 CHF | 100.00% | 100.00% |
03/05/2024 | 0.69% | 100.65 % | 101.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,975 CHF | 152,025 CHF | 100.00% | 100.00% |
02/05/2024 | 0.69% | 100.65 % | 101.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,975 CHF | 152,025 CHF | 100.00% | 100.00% |
30/04/2024 | 0.69% | 100.63 % | 101.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,945 CHF | 151,995 CHF | 100.00% | 100.00% |