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% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,001 CHF | 257,051 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.94 % | 102.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,496 CHF | 256,546 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,231 CHF | 256,281 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.60 % | 102.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,034 CHF | 256,084 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,088 CHF | 256,133 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,503 CHF | 255,528 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,297 CHF | 255,322 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,323 CHF | 255,348 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,632 CHF | 254,657 CHF | 99.36% | 99.36% |
02/05/2024 | 0.80% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,112 CHF | 254,137 CHF | 100.00% | 100.00% |