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% | 102.38 % | 103.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,000 CHF | 258,050 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,841 CHF | 257,891 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,839 CHF | 257,889 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,610 CHF | 257,660 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,572 CHF | 257,622 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.12 % | 102.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,263 CHF | 257,313 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,146 CHF | 257,196 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,715 CHF | 256,765 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,240 CHF | 256,290 CHF | 99.12% | 99.12% |
02/05/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,602 CHF | 255,637 CHF | 100.00% | 100.00% |