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% | 103.43 % | 104.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,126 CHF | 260,201 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.85 % | 103.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,130 CHF | 259,205 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,207 CHF | 258,257 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.66 % | 103.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,726 CHF | 258,786 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.75 % | 103.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,850 CHF | 258,921 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,182 CHF | 258,232 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.42 % | 103.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,943 CHF | 257,993 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,070 CHF | 257,120 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,385 CHF | 256,435 CHF | 98.83% | 98.83% |
02/05/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,070 CHF | 256,120 CHF | 100.00% | 100.00% |