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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.97% | 102.76 % | 103.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,767 CHF | 517,767 CHF | 100.00% | 100.00% |
14/05/2024 | 0.97% | 102.35 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,102 CHF | 516,102 CHF | 100.00% | 100.00% |
13/05/2024 | 0.97% | 102.21 % | 103.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,002 CHF | 516,002 CHF | 100.00% | 100.00% |
10/05/2024 | 0.97% | 102.11 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,516 CHF | 515,516 CHF | 100.00% | 100.00% |
08/05/2024 | 0.98% | 101.75 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,542 CHF | 513,542 CHF | 100.00% | 100.00% |
07/05/2024 | 0.98% | 101.56 % | 102.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,849 CHF | 511,849 CHF | 100.00% | 100.00% |
06/05/2024 | 0.99% | 100.97 % | 101.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,102 CHF | 510,102 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,812 CHF | 508,812 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.59 % | 101.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,721 CHF | 508,721 CHF | 100.00% | 100.00% |
30/04/2024 | 0.99% | 100.85 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,901 CHF | 509,901 CHF | 100.00% | 100.00% |