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 | 0.96% | 103.48 % | 104.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,717 CHF | 261,217 CHF | 100.00% | 100.00% |
15/05/2024 | 0.96% | 103.46 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,611 CHF | 261,111 CHF | 100.00% | 100.00% |
14/05/2024 | 0.96% | 103.41 % | 104.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,518 CHF | 261,018 CHF | 100.00% | 100.00% |
13/05/2024 | 0.96% | 103.40 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,491 CHF | 260,991 CHF | 100.00% | 100.00% |
10/05/2024 | 0.96% | 103.42 % | 104.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,584 CHF | 261,084 CHF | 100.00% | 100.00% |
08/05/2024 | 0.96% | 103.43 % | 104.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,575 CHF | 261,075 CHF | 100.00% | 100.00% |
07/05/2024 | 0.96% | 103.41 % | 104.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,514 CHF | 261,014 CHF | 100.00% | 100.00% |
06/05/2024 | 0.96% | 103.37 % | 104.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,418 CHF | 260,918 CHF | 100.00% | 100.00% |
03/05/2024 | 0.96% | 103.37 % | 104.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,319 CHF | 260,819 CHF | 99.92% | 99.92% |
02/05/2024 | 0.96% | 103.31 % | 104.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,343 CHF | 260,843 CHF | 100.00% | 100.00% |