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% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,939 CHF | 252,964 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.15 % | 100.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,436 CHF | 252,437 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,285 CHF | 252,285 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,686 CHF | 252,711 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,872 CHF | 252,897 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.22 % | 101.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,463 CHF | 252,467 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,059 CHF | 252,059 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,699 CHF | 251,699 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,829 CHF | 250,829 CHF | 99.71% | 99.71% |
02/05/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,757 CHF | 250,757 CHF | 100.00% | 100.00% |