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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.80% | 101.75 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,338 CHF | 256,388 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 101.75 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,235 CHF | 256,285 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,021 CHF | 255,046 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,427 CHF | 254,452 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,815 CHF | 254,840 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.12 % | 101.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,858 CHF | 254,883 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,538 CHF | 254,563 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.98 % | 101.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,275 CHF | 254,300 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,872 CHF | 253,897 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.61 % | 101.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,402 CHF | 253,427 CHF | 99.80% | 99.80% |