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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.80% | 102.14 % | 102.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,359 CHF | 257,409 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,758 CHF | 256,808 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,618 CHF | 256,668 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,461 CHF | 256,511 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,431 CHF | 256,481 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,477 CHF | 256,527 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,287 CHF | 256,337 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,145 CHF | 256,195 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,178 CHF | 256,228 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,064 CHF | 256,114 CHF | 99.65% | 99.65% |