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% | 103.82 % | 104.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,332 CHF | 262,427 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 104.20 % | 105.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,846 CHF | 261,932 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 103.93 % | 104.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,240 CHF | 262,334 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 103.44 % | 104.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,984 CHF | 260,059 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 103.36 % | 104.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,420 CHF | 260,495 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 103.30 % | 104.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,552 CHF | 259,627 CHF | 66.06% | 66.06% |
07/05/2024 | 0.80% | 102.44 % | 103.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,001 CHF | 258,051 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 102.25 % | 103.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,852 CHF | 257,902 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,150 CHF | 257,200 CHF | 99.72% | 99.72% |
02/05/2024 | 0.80% | 102.09 % | 102.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,639 CHF | 256,689 CHF | 100.00% | 100.00% |