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% | 102.76 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,719 CHF | 258,776 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,483 CHF | 256,533 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,409 CHF | 255,438 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,275 CHF | 256,325 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,044 CHF | 256,094 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,455 CHF | 254,480 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,752 CHF | 253,777 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.41 % | 101.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,073 CHF | 253,097 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,206 CHF | 252,208 CHF | 98.78% | 98.78% |
02/05/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,273 CHF | 252,277 CHF | 100.00% | 100.00% |