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% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,293 CHF | 255,318 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.32 % | 102.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,091 CHF | 255,116 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.17 % | 101.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,071 CHF | 255,096 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,483 CHF | 254,508 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,636 CHF | 254,661 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.97 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,279 CHF | 254,304 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.68 % | 101.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,628 CHF | 253,653 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.53 % | 101.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,085 CHF | 253,110 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,821 CHF | 252,846 CHF | 99.10% | 99.10% |
02/05/2024 | 0.80% | 100.23 % | 101.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,657 CHF | 252,678 CHF | 100.00% | 100.00% |