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% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,750 CHF | 256,800 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,700 CHF | 256,750 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,699 CHF | 256,749 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,650 CHF | 256,700 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,580 CHF | 256,630 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,500 CHF | 256,550 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.77 % | 102.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,394 CHF | 256,444 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,255 CHF | 256,305 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,718 CHF | 255,757 CHF | 98.90% | 98.90% |
02/05/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,669 CHF | 255,707 CHF | 100.00% | 100.00% |