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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,084 CHF | 256,134 CHF | 100.00% | 100.00% |
24/05/2024 | 0.80% | 101.44 % | 102.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,696 CHF | 255,739 CHF | 100.00% | 100.00% |
23/05/2024 | 0.80% | 101.39 % | 102.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,542 CHF | 255,570 CHF | 100.00% | 100.00% |
22/05/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,797 CHF | 255,846 CHF | 100.00% | 100.00% |
21/05/2024 | 0.80% | 101.51 % | 102.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,829 CHF | 255,877 CHF | 100.00% | 100.00% |
17/05/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,164 CHF | 255,189 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,484 CHF | 255,509 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,812 CHF | 254,837 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,702 CHF | 254,727 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,697 CHF | 254,722 CHF | 100.00% | 100.00% |