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% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,266 CHF | 254,291 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,101 CHF | 254,126 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,205 CHF | 254,230 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,837 CHF | 253,862 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,819 CHF | 253,844 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,727 CHF | 252,744 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,996 CHF | 251,996 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.54 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,934 CHF | 250,934 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,424 CHF | 251,424 CHF | 99.68% | 99.68% |
02/05/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,010 CHF | 251,010 CHF | 100.00% | 100.00% |