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 | 0.59% | 101.96 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,690 CHF | 256,190 CHF | 100.00% | 100.00% |
14/05/2024 | 0.59% | 101.76 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,252 CHF | 255,752 CHF | 100.00% | 100.00% |
13/05/2024 | 0.59% | 101.69 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,128 CHF | 255,628 CHF | 100.00% | 100.00% |
10/05/2024 | 0.59% | 101.59 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,107 CHF | 255,607 CHF | 100.00% | 100.00% |
08/05/2024 | 0.59% | 101.61 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,823 CHF | 255,323 CHF | 100.00% | 100.00% |
07/05/2024 | 0.59% | 101.41 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,350 CHF | 254,850 CHF | 100.00% | 100.00% |
06/05/2024 | 0.59% | 101.24 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,161 CHF | 254,661 CHF | 100.00% | 100.00% |
03/05/2024 | 0.59% | 101.19 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,998 CHF | 254,498 CHF | 100.00% | 100.00% |
02/05/2024 | 0.59% | 101.21 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,286 CHF | 254,786 CHF | 100.00% | 100.00% |
30/04/2024 | 0.59% | 101.59 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,079 CHF | 255,579 CHF | 100.00% | 100.00% |