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% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,786 CHF | 255,836 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,770 CHF | 255,815 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,908 CHF | 255,956 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,738 CHF | 255,785 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,922 CHF | 255,972 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,111 CHF | 255,136 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,209 CHF | 255,234 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,138 CHF | 255,163 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,822 CHF | 254,847 CHF | 98.73% | 98.73% |
02/05/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,775 CHF | 254,800 CHF | 100.00% | 100.00% |