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 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,706 CHF | 508,206 CHF | 100.00% | 100.00% |
28/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,627 CHF | 509,127 CHF | 100.00% | 100.00% |
27/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,723 CHF | 509,223 CHF | 100.00% | 100.00% |
24/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,385 CHF | 508,885 CHF | 100.00% | 100.00% |
23/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,046 CHF | 509,546 CHF | 99.89% | 99.89% |
22/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,094 CHF | 509,594 CHF | 100.00% | 100.00% |
21/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,301 CHF | 509,801 CHF | 99.82% | 99.82% |
17/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,257 CHF | 509,757 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,479 CHF | 509,979 CHF | 100.00% | 100.00% |
15/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,145 CHF | 509,645 CHF | 100.00% | 100.00% |