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% | 102.20 % | 103.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,500 CHF | 257,550 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,450 CHF | 257,500 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.17 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,425 CHF | 257,475 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.17 % | 102.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,425 CHF | 257,475 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.15 % | 102.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,375 CHF | 257,425 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.13 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,325 CHF | 257,375 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,266 CHF | 257,316 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.07 % | 102.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,132 CHF | 257,182 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,106 CHF | 257,156 CHF | 98.88% | 98.88% |
02/05/2024 | 0.80% | 102.00 % | 102.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,844 CHF | 256,894 CHF | 100.00% | 100.00% |