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% | 102.92 % | 103.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,300 CHF | 259,375 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.91 % | 103.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,275 CHF | 259,350 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.91 % | 103.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,268 CHF | 259,343 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.81 % | 103.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,891 CHF | 258,964 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.31 % | 103.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,412 CHF | 258,462 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,363 CHF | 257,413 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,035 CHF | 257,079 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,391 CHF | 256,440 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,677 CHF | 255,711 CHF | 99.61% | 99.61% |
02/05/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,229 CHF | 255,264 CHF | 100.00% | 100.00% |