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% | 103.54 % | 104.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,008 CHF | 262,104 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 103.72 % | 104.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,847 CHF | 260,922 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 103.39 % | 104.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,643 CHF | 259,718 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 103.01 % | 103.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,431 CHF | 259,506 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.76 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,230 CHF | 259,304 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.48 % | 103.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,365 CHF | 257,415 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.58 % | 103.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,897 CHF | 257,947 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.23 % | 103.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,672 CHF | 257,722 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.57 % | 102.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,035 CHF | 255,066 CHF | 99.31% | 99.31% |
02/05/2024 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,137 CHF | 253,162 CHF | 100.00% | 100.00% |