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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.59% | 101.92 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,778 CHF | 256,278 CHF | 100.00% | 100.00% |
16/05/2024 | 0.59% | 101.71 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,401 CHF | 255,901 CHF | 100.00% | 100.00% |
15/05/2024 | 0.59% | 101.54 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,537 CHF | 255,037 CHF | 100.00% | 100.00% |
14/05/2024 | 0.59% | 101.35 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,172 CHF | 254,672 CHF | 100.00% | 100.00% |
13/05/2024 | 0.59% | 101.37 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,366 CHF | 254,866 CHF | 100.00% | 100.00% |
10/05/2024 | 0.59% | 101.27 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,021 CHF | 254,521 CHF | 100.00% | 100.00% |
08/05/2024 | 0.59% | 100.87 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,041 CHF | 253,541 CHF | 100.00% | 100.00% |
07/05/2024 | 0.60% | 100.60 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,155 CHF | 252,655 CHF | 100.00% | 100.00% |
06/05/2024 | 0.60% | 100.31 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,986 CHF | 252,486 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 100.25 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,685 CHF | 252,185 CHF | 100.00% | 100.00% |