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 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,345 CHF | 513,345 CHF | 99.38% | 99.38% |
28/05/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,773 CHF | 514,773 CHF | 100.00% | 100.00% |
27/05/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,498 CHF | 513,498 CHF | 97.58% | 97.58% |
24/05/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,518 CHF | 512,518 CHF | 100.00% | 100.00% |
23/05/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,031 CHF | 514,044 CHF | 100.00% | 100.00% |
22/05/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,692 CHF | 513,692 CHF | 100.00% | 100.00% |
21/05/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 514,000 CHF | 99.01% | 99.01% |
17/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,396 CHF | 512,396 CHF | 99.89% | 99.89% |
16/05/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,273 CHF | 513,273 CHF | 99.62% | 99.62% |
15/05/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,179 CHF | 512,179 CHF | 98.26% | 98.26% |