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 | 0.43% | 115.90 % | 116.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 579,485 CHF | 581,985 CHF | 100.00% | 100.00% |
14/05/2024 | 0.43% | 115.87 % | 116.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 579,309 CHF | 581,809 CHF | 100.00% | 100.00% |
13/05/2024 | 0.43% | 115.82 % | 116.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 578,883 CHF | 581,383 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 115.60 % | 116.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 578,194 CHF | 580,694 CHF | 100.00% | 100.00% |
08/05/2024 | 0.43% | 115.61 % | 116.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 578,023 CHF | 580,523 CHF | 100.00% | 100.00% |
07/05/2024 | 0.43% | 115.54 % | 116.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 577,652 CHF | 580,152 CHF | 100.00% | 100.00% |
06/05/2024 | 0.43% | 115.51 % | 116.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 577,476 CHF | 579,976 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 115.42 % | 115.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 577,078 CHF | 579,578 CHF | 100.00% | 100.00% |
02/05/2024 | 0.43% | 115.36 % | 115.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 576,610 CHF | 579,110 CHF | 100.00% | 100.00% |
30/04/2024 | 0.43% | 115.23 % | 115.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 577,220 CHF | 579,720 CHF | 100.00% | 100.00% |