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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.69% | 101.60 % | 102.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,400 CHF | 153,450 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 101.59 % | 102.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,385 CHF | 153,435 CHF | 100.00% | 100.00% |
08/05/2024 | 0.69% | 101.58 % | 102.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,370 CHF | 153,420 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 101.56 % | 102.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,339 CHF | 153,389 CHF | 100.00% | 100.00% |
06/05/2024 | 0.69% | 101.54 % | 102.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,309 CHF | 153,359 CHF | 100.00% | 100.00% |
03/05/2024 | 0.69% | 101.47 % | 102.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,215 CHF | 153,265 CHF | 100.00% | 100.00% |
02/05/2024 | 0.69% | 101.42 % | 102.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,135 CHF | 153,185 CHF | 100.00% | 100.00% |
30/04/2024 | 0.69% | 101.41 % | 102.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,104 CHF | 153,154 CHF | 100.00% | 100.00% |
29/04/2024 | 0.69% | 101.20 % | 101.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,885 CHF | 152,935 CHF | 100.00% | 100.00% |
26/04/2024 | 0.69% | 101.19 % | 101.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,743 CHF | 152,793 CHF | 97.89% | 97.89% |