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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.80% | 103.52 % | 104.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,406 CHF | 260,481 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 103.25 % | 104.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,232 CHF | 260,307 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.69 % | 103.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,740 CHF | 258,794 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.72 % | 103.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,614 CHF | 258,669 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,378 CHF | 258,428 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.47 % | 103.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,887 CHF | 257,937 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,623 CHF | 257,673 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.26 % | 103.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,383 CHF | 257,433 CHF | 99.64% | 99.64% |
02/05/2024 | 0.80% | 102.06 % | 102.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,141 CHF | 257,191 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 103.50 % | 104.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,868 CHF | 260,943 CHF | 100.00% | 100.00% |