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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.68% | 117.50 % | 118.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 588,052 CHF | 592,052 CHF | 100.00% | 100.00% |
28/05/2024 | 0.85% | 117.30 % | 118.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 587,580 CHF | 592,580 CHF | 100.00% | 100.00% |
27/05/2024 | 0.85% | 117.70 % | 118.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 587,918 CHF | 592,918 CHF | 97.58% | 97.58% |
24/05/2024 | 0.68% | 117.60 % | 118.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 585,838 CHF | 589,838 CHF | 100.00% | 100.00% |
23/05/2024 | 0.68% | 117.20 % | 118.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 586,700 CHF | 590,713 CHF | 100.00% | 100.00% |
22/05/2024 | 0.85% | 117.00 % | 118.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 584,943 CHF | 589,943 CHF | 100.00% | 100.00% |
21/05/2024 | 0.85% | 116.80 % | 117.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 584,111 CHF | 589,111 CHF | 97.68% | 97.68% |
17/05/2024 | 0.68% | 117.10 % | 117.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 584,822 CHF | 588,822 CHF | 100.00% | 100.00% |
16/05/2024 | 0.68% | 117.10 % | 117.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 585,853 CHF | 589,853 CHF | 99.61% | 99.61% |
15/05/2024 | 0.86% | 116.30 % | 117.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 580,387 CHF | 585,387 CHF | 99.43% | 99.43% |