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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.80% | 127.63 % | 128.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 319,250 CHF | 321,817 CHF | 100.00% | 100.00% |
22/05/2024 | 0.80% | 127.66 % | 128.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 318,748 CHF | 321,304 CHF | 100.00% | 100.00% |
21/05/2024 | 0.80% | 127.37 % | 128.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 321,048 CHF | 323,629 CHF | 100.00% | 100.00% |
17/05/2024 | 0.80% | 128.91 % | 129.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 322,147 CHF | 324,735 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 128.71 % | 129.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 322,172 CHF | 324,760 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 129.01 % | 130.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 321,055 CHF | 323,636 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 126.46 % | 127.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 317,072 CHF | 319,617 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 127.29 % | 128.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 318,717 CHF | 321,270 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 127.86 % | 128.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 320,108 CHF | 322,683 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 127.40 % | 128.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 319,209 CHF | 321,777 CHF | 100.00% | 100.00% |