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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.80% | 101.88 % | 102.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,671 CHF | 256,721 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.79 % | 102.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,429 CHF | 256,479 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,208 CHF | 256,258 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.45 % | 102.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,701 CHF | 255,743 CHF | 99.82% | 99.82% |
02/05/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,766 CHF | 255,810 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,597 CHF | 254,622 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,010 CHF | 255,035 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,500 CHF | 254,525 CHF | 100.00% | 100.00% |
25/04/2024 | 0.80% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,218 CHF | 254,243 CHF | 100.00% | 100.00% |
24/04/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,617 CHF | 254,642 CHF | 100.00% | 100.00% |