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% | 100.72 % | 101.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,004 CHF | 254,029 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,543 CHF | 253,568 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,297 CHF | 253,322 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,903 CHF | 252,928 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,676 CHF | 253,701 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.43 % | 101.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,252 CHF | 253,277 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.48 % | 101.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,840 CHF | 252,865 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,710 CHF | 252,735 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,028 CHF | 252,028 CHF | 99.73% | 99.73% |
02/05/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,836 CHF | 251,836 CHF | 100.00% | 100.00% |