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% | 100.94 % | 101.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,353 CHF | 254,378 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,106 CHF | 254,131 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,967 CHF | 253,992 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,963 CHF | 253,988 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,927 CHF | 253,952 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.74 % | 101.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,821 CHF | 253,846 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.69 % | 101.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,693 CHF | 253,718 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.52 % | 101.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,330 CHF | 253,355 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,944 CHF | 252,969 CHF | 99.83% | 99.83% |
02/05/2024 | 0.80% | 100.33 % | 101.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,962 CHF | 252,987 CHF | 100.00% | 100.00% |