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% | 102.11 % | 102.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,201 CHF | 257,251 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,292 CHF | 255,320 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,365 CHF | 254,390 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,494 CHF | 255,523 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,621 CHF | 255,655 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,234 CHF | 254,259 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.62 % | 101.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,080 CHF | 253,101 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,319 CHF | 252,320 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.86 % | 100.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,392 CHF | 251,392 CHF | 98.93% | 98.93% |
02/05/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,965 CHF | 251,967 CHF | 100.00% | 100.00% |