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 | 0.80% | 110.49 % | 111.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 275,355 CHF | 277,564 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 108.68 % | 109.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,778 CHF | 273,953 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 108.32 % | 109.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,846 CHF | 272,021 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 108.52 % | 109.39 % | 240,000 | 250,000 | 241,461 | 250,000 | 262,521 CHF | 273,975 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 109.15 % | 110.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,907 CHF | 275,107 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 108.39 % | 109.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,803 CHF | 272,978 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 108.06 % | 108.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,296 CHF | 271,463 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 107.04 % | 107.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,308 CHF | 269,458 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 106.10 % | 106.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,701 CHF | 267,830 CHF | 98.98% | 98.98% |
02/05/2024 | 0.80% | 106.08 % | 106.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,903 CHF | 268,034 CHF | 100.00% | 100.00% |