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% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,387 CHF | 256,437 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,362 CHF | 256,412 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,346 CHF | 256,396 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,612 CHF | 255,643 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,331 CHF | 255,356 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.17 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,800 CHF | 254,825 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,824 CHF | 254,849 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,404 CHF | 254,429 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,596 CHF | 253,621 CHF | 99.42% | 99.42% |
02/05/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,762 CHF | 252,785 CHF | 100.00% | 100.00% |