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% | 102.37 % | 103.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,917 CHF | 257,967 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,869 CHF | 257,919 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,680 CHF | 257,730 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,317 CHF | 257,367 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,860 CHF | 256,910 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.97 % | 102.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,558 CHF | 256,608 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.59 % | 102.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,246 CHF | 256,295 CHF | 99.43% | 99.43% |
06/05/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,957 CHF | 252,978 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.74 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,627 CHF | 250,627 CHF | 99.16% | 99.16% |
02/05/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,002 CHF | 247,002 CHF | 100.00% | 100.00% |