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% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,801 CHF | 255,851 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,805 CHF | 255,846 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,711 CHF | 255,757 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,372 CHF | 255,397 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,256 CHF | 255,281 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.84 % | 101.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,174 CHF | 254,199 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,939 CHF | 254,964 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,535 CHF | 254,560 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,246 CHF | 254,271 CHF | 99.01% | 99.01% |
02/05/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,338 CHF | 253,363 CHF | 100.00% | 100.00% |