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 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,862 CHF | 256,912 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,883 CHF | 256,933 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,766 CHF | 256,816 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,670 CHF | 256,720 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,674 CHF | 256,724 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,550 CHF | 256,600 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,172 CHF | 256,222 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,407 CHF | 255,433 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,135 CHF | 255,160 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,960 CHF | 254,985 CHF | 99.50% | 99.50% |