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% | 104.05 % | 104.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,904 CHF | 261,992 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 103.43 % | 104.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,564 CHF | 260,639 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 103.28 % | 104.11 % | 235,000 | 250,000 | 245,679 | 250,000 | 253,433 CHF | 259,969 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 103.38 % | 104.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,501 CHF | 260,576 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 103.41 % | 104.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,580 CHF | 260,655 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 103.19 % | 104.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,822 CHF | 259,897 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 103.02 % | 103.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,263 CHF | 259,338 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,711 CHF | 258,770 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,951 CHF | 258,001 CHF | 99.83% | 99.83% |
02/05/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,782 CHF | 257,832 CHF | 100.00% | 100.00% |