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 | 0.79% | 100.80 % | 101.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,000 CHF | 101,600 CHF | 99.43% | 99.43% |
14/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,024 CHF | 101,405 CHF | 98.95% | 98.95% |
13/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,000 CHF | 101,600 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,500 CHF | 101,500 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,554 CHF | 101,311 CHF | 97.78% | 97.78% |
07/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,059 CHF | 101,212 CHF | 99.44% | 99.44% |
06/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,878 CHF | 101,176 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,350 CHF | 503,350 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,815 CHF | 503,815 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,521 CHF | 500,521 CHF | 99.24% | 99.24% |