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% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,277 CHF | 259,348 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.61 % | 103.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,472 CHF | 257,524 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,244 CHF | 255,276 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.67 % | 102.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,701 CHF | 256,751 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,540 CHF | 257,590 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,749 CHF | 255,793 CHF | 99.99% | 99.99% |
07/05/2024 | 0.80% | 102.36 % | 103.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,425 CHF | 258,481 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.86 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,960 CHF | 259,025 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,898 CHF | 254,928 CHF | 99.63% | 99.63% |
02/05/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,844 CHF | 252,861 CHF | 100.00% | 100.00% |