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% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,338 CHF | 257,388 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.08 % | 102.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,266 CHF | 257,316 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,335 CHF | 257,385 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,227 CHF | 257,277 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,280 CHF | 257,330 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,668 CHF | 256,718 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.80 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,730 CHF | 256,780 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.78 % | 102.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,461 CHF | 256,511 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,163 CHF | 256,213 CHF | 99.05% | 99.05% |
02/05/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,053 CHF | 256,100 CHF | 100.00% | 100.00% |