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% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,325 CHF | 257,375 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,172 CHF | 257,222 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.03 % | 102.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,027 CHF | 257,077 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,032 CHF | 257,082 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,056 CHF | 257,106 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,047 CHF | 257,097 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,895 CHF | 256,945 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,549 CHF | 256,599 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,336 CHF | 256,386 CHF | 99.63% | 99.63% |
02/05/2024 | 0.80% | 101.61 % | 102.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,047 CHF | 256,097 CHF | 100.00% | 100.00% |