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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.80% | 102.86 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,109 CHF | 259,184 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.77 % | 103.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,974 CHF | 259,049 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,575 CHF | 258,625 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.55 % | 103.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,385 CHF | 258,435 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.61 % | 103.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,519 CHF | 258,569 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,268 CHF | 258,318 CHF | 99.47% | 99.47% |
02/05/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,084 CHF | 258,134 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 102.70 % | 103.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,845 CHF | 258,916 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 102.73 % | 103.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,880 CHF | 258,955 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,681 CHF | 258,731 CHF | 100.00% | 100.00% |