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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.80% | 102.19 % | 103.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,475 CHF | 257,525 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,450 CHF | 257,500 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,400 CHF | 257,450 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,369 CHF | 257,419 CHF | 99.62% | 99.62% |
02/05/2024 | 0.80% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,325 CHF | 257,375 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,245 CHF | 257,295 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 102.10 % | 102.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,282 CHF | 257,332 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 102.05 % | 102.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,136 CHF | 257,186 CHF | 100.00% | 100.00% |
25/04/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,146 CHF | 257,196 CHF | 100.00% | 100.00% |
24/04/2024 | 0.80% | 102.02 % | 102.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,014 CHF | 257,064 CHF | 100.00% | 100.00% |