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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.80% | 102.29 % | 103.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,725 CHF | 257,775 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 102.31 % | 103.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,775 CHF | 257,825 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.31 % | 103.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,775 CHF | 257,825 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.33 % | 103.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,825 CHF | 257,875 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.35 % | 103.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,875 CHF | 257,925 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,025 CHF | 258,075 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 102.43 % | 103.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,052 CHF | 258,102 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 102.42 % | 103.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,994 CHF | 258,044 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.40 % | 103.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,987 CHF | 258,037 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.39 % | 103.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,037 CHF | 258,087 CHF | 98.78% | 98.78% |