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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.80% | 112.66 % | 113.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 281,961 CHF | 284,226 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 112.90 % | 113.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 282,279 CHF | 284,554 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 112.21 % | 113.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,172 CHF | 282,422 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 111.49 % | 112.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 277,569 CHF | 279,794 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 109.78 % | 110.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,955 CHF | 276,155 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 108.34 % | 109.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,859 CHF | 273,036 CHF | 98.83% | 98.83% |
02/05/2024 | 0.80% | 107.58 % | 108.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 269,574 CHF | 271,744 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 107.99 % | 108.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,501 CHF | 272,676 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 108.39 % | 109.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,876 CHF | 273,051 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 107.43 % | 108.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,936 CHF | 270,086 CHF | 100.00% | 100.00% |