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% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,685 CHF | 255,726 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,593 CHF | 255,623 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,271 CHF | 255,296 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,159 CHF | 255,184 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,173 CHF | 255,198 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.10 % | 101.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,547 CHF | 254,572 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,925 CHF | 254,950 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.08 % | 101.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,649 CHF | 254,674 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,468 CHF | 254,493 CHF | 99.06% | 99.06% |
02/05/2024 | 0.80% | 103.47 % | 104.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,920 CHF | 260,995 CHF | 100.00% | 100.00% |