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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.80% | 104.32 % | 105.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,708 CHF | 262,808 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 104.23 % | 105.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,495 CHF | 262,595 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 104.18 % | 105.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,570 CHF | 262,670 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 104.23 % | 105.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,642 CHF | 262,742 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 104.24 % | 105.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,546 CHF | 262,646 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 104.15 % | 104.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,389 CHF | 262,489 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 103.96 % | 104.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,777 CHF | 261,861 CHF | 99.23% | 99.23% |
02/05/2024 | 0.80% | 103.83 % | 104.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,572 CHF | 261,647 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 103.78 % | 104.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,678 CHF | 261,757 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 103.91 % | 104.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,768 CHF | 261,843 CHF | 100.00% | 100.00% |