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% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,951 CHF | 256,001 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,641 CHF | 255,674 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,359 CHF | 255,384 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,324 CHF | 255,349 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,443 CHF | 255,468 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,228 CHF | 255,253 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,098 CHF | 255,123 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,909 CHF | 254,934 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,489 CHF | 254,514 CHF | 99.13% | 99.13% |
02/05/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,213 CHF | 254,238 CHF | 100.00% | 100.00% |