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% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,075 CHF | 256,125 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,025 CHF | 256,075 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,007 CHF | 256,057 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,846 CHF | 255,896 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,733 CHF | 255,783 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,624 CHF | 255,651 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,480 CHF | 255,505 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,330 CHF | 255,355 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,946 CHF | 254,971 CHF | 99.12% | 99.12% |
02/05/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,091 CHF | 255,116 CHF | 100.00% | 100.00% |