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% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,794 CHF | 253,819 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.88 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,941 CHF | 253,966 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.71 % | 101.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,653 CHF | 253,678 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,543 CHF | 253,568 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,474 CHF | 253,499 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,168 CHF | 253,193 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.51 % | 101.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,332 CHF | 253,357 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.45 % | 101.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,055 CHF | 253,080 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,748 CHF | 252,765 CHF | 98.70% | 98.70% |
02/05/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,957 CHF | 252,980 CHF | 100.00% | 100.00% |