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% | 101.66 % | 102.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,164 CHF | 256,214 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,044 CHF | 256,094 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.55 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,930 CHF | 255,980 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,842 CHF | 255,892 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,761 CHF | 255,811 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,662 CHF | 255,696 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,522 CHF | 255,547 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.33 % | 102.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,359 CHF | 255,384 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,049 CHF | 255,074 CHF | 99.20% | 99.20% |
02/05/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,766 CHF | 254,791 CHF | 100.00% | 100.00% |