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% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,401 CHF | 253,426 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.59 % | 101.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,042 CHF | 253,067 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.58 % | 101.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,517 CHF | 253,541 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.27 % | 101.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,684 CHF | 252,700 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.38 % | 101.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,148 CHF | 253,173 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.83 % | 100.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,406 CHF | 251,406 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.64 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,695 CHF | 250,695 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,456 CHF | 250,456 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.38 % | 100.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,654 CHF | 250,654 CHF | 99.10% | 99.10% |
02/05/2024 | 0.80% | 99.02 % | 99.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,785 CHF | 249,785 CHF | 100.00% | 100.00% |