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% | 102.93 % | 103.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,325 CHF | 259,400 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.91 % | 103.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,275 CHF | 259,350 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.90 % | 103.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,250 CHF | 259,325 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.88 % | 103.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,200 CHF | 259,275 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.87 % | 103.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,166 CHF | 259,241 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,101 CHF | 259,176 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.83 % | 103.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,084 CHF | 259,159 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.82 % | 103.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,043 CHF | 259,118 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.72 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,759 CHF | 258,821 CHF | 99.13% | 99.13% |
02/05/2024 | 0.80% | 102.73 % | 103.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,808 CHF | 258,880 CHF | 100.00% | 100.00% |