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% | 102.75 % | 103.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,576 CHF | 258,634 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,291 CHF | 258,341 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.51 % | 103.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,534 CHF | 257,584 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.82 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,829 CHF | 255,871 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.69 % | 102.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,687 CHF | 256,737 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,206 CHF | 256,256 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.56 % | 102.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,343 CHF | 255,369 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,799 CHF | 254,824 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,365 CHF | 253,389 CHF | 99.19% | 99.19% |
02/05/2024 | 0.80% | 100.37 % | 101.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,966 CHF | 251,968 CHF | 100.00% | 100.00% |