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% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,749 CHF | 257,799 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,723 CHF | 257,773 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,649 CHF | 257,699 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.23 % | 103.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,589 CHF | 257,639 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,660 CHF | 257,710 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.20 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,450 CHF | 257,500 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,385 CHF | 257,435 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,125 CHF | 257,175 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,068 CHF | 257,118 CHF | 98.76% | 98.76% |
02/05/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,972 CHF | 257,022 CHF | 100.00% | 100.00% |