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% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,497 CHF | 255,524 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,786 CHF | 254,810 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,745 CHF | 252,764 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,690 CHF | 253,715 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,427 CHF | 254,452 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,979 CHF | 254,004 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,952 CHF | 252,977 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,755 CHF | 251,755 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,816 CHF | 250,816 CHF | 99.80% | 99.80% |
02/05/2024 | 0.80% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,699 CHF | 249,699 CHF | 100.00% | 100.00% |