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 | 0.50% | 103.90 % | 104.40 % | 500,000 | 500,000 | 143,821 | 143,821 | 148,722 CHF | 149,444 CHF | 99.14% | 99.14% |
15/05/2024 | 0.50% | 103.10 % | 103.60 % | 500,000 | 500,000 | 145,668 | 145,668 | 150,072 CHF | 150,803 CHF | 99.42% | 99.42% |
14/05/2024 | 0.51% | 102.60 % | 103.10 % | 500,000 | 500,000 | 142,403 | 142,403 | 146,303 CHF | 147,025 CHF | 97.28% | 97.28% |
13/05/2024 | 0.50% | 103.60 % | 104.10 % | 500,000 | 500,000 | 145,353 | 145,353 | 150,250 CHF | 150,980 CHF | 99.76% | 99.76% |
10/05/2024 | 0.50% | 102.50 % | 103.00 % | 500,000 | 500,000 | 145,132 | 145,132 | 148,897 CHF | 149,626 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 102.40 % | 102.90 % | 500,000 | 500,000 | 138,573 | 138,573 | 141,799 CHF | 142,496 CHF | 98.00% | 98.00% |
07/05/2024 | 0.50% | 102.60 % | 103.10 % | 500,000 | 500,000 | 145,658 | 145,658 | 149,394 CHF | 150,126 CHF | 99.45% | 99.45% |
06/05/2024 | 0.50% | 102.80 % | 103.30 % | 500,000 | 500,000 | 145,128 | 145,128 | 149,089 CHF | 149,818 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 102.60 % | 103.10 % | 500,000 | 500,000 | 145,302 | 145,302 | 149,067 CHF | 149,797 CHF | 99.83% | 99.83% |
02/05/2024 | 0.50% | 102.60 % | 103.10 % | 500,000 | 500,000 | 145,137 | 145,137 | 148,838 CHF | 149,567 CHF | 100.00% | 100.00% |