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 | 0.79% | 101.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,500 CHF | 101,900 CHF | 99.61% | 99.61% |
15/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,500 CHF | 101,900 CHF | 99.43% | 99.43% |
14/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,500 CHF | 101,900 CHF | 98.95% | 98.95% |
13/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,500 CHF | 101,900 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,499 CHF | 101,900 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,000 CHF | 101,800 CHF | 97.91% | 97.91% |
07/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,000 CHF | 101,800 CHF | 99.43% | 99.43% |
06/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,000 CHF | 101,800 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,336 CHF | 101,667 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,319 CHF | 101,664 CHF | 100.00% | 100.00% |