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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.80% | 106.37 % | 107.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,972 CHF | 267,097 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 105.68 % | 106.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,479 CHF | 265,603 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 105.38 % | 106.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,655 CHF | 265,780 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 105.33 % | 106.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,167 CHF | 265,287 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 104.46 % | 105.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,870 CHF | 262,970 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 104.11 % | 104.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,356 CHF | 261,432 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.98 % | 103.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,665 CHF | 259,740 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,410 CHF | 258,465 CHF | 98.88% | 98.88% |
02/05/2024 | 0.80% | 102.21 % | 103.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,070 CHF | 258,120 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 102.68 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,193 CHF | 259,267 CHF | 100.00% | 100.00% |