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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,900 CHF | 256,950 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.96 % | 102.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,900 CHF | 256,950 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,874 CHF | 256,924 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,822 CHF | 256,872 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,767 CHF | 256,817 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,673 CHF | 256,723 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,552 CHF | 256,602 CHF | 98.88% | 98.88% |
02/05/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,573 CHF | 256,623 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,349 CHF | 256,399 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,176 CHF | 256,226 CHF | 100.00% | 100.00% |