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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,628 CHF | 253,653 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.57 % | 101.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,354 CHF | 253,379 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,894 CHF | 252,919 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,843 CHF | 252,868 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,385 CHF | 252,386 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,470 CHF | 252,479 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,265 CHF | 252,265 CHF | 99.84% | 99.84% |
02/05/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,158 CHF | 252,158 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,043 CHF | 252,043 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 99.90 % | 100.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,732 CHF | 251,732 CHF | 100.00% | 100.00% |