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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.59% | 100.58 % | 101.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,941 CHF | 505,941 CHF | 100.00% | 100.00% |
16/05/2024 | 0.59% | 100.63 % | 101.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,469 CHF | 506,469 CHF | 100.00% | 100.00% |
15/05/2024 | 0.60% | 100.43 % | 101.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,968 CHF | 504,968 CHF | 100.00% | 100.00% |
14/05/2024 | 0.60% | 100.36 % | 100.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,165 CHF | 505,165 CHF | 100.00% | 100.00% |
13/05/2024 | 0.59% | 100.50 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,096 CHF | 506,096 CHF | 100.00% | 100.00% |
10/05/2024 | 0.59% | 100.70 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,758 CHF | 507,758 CHF | 100.00% | 100.00% |
08/05/2024 | 0.59% | 101.17 % | 101.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,907 CHF | 508,907 CHF | 100.00% | 100.00% |
07/05/2024 | 0.59% | 101.13 % | 101.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,828 CHF | 508,828 CHF | 100.00% | 100.00% |
06/05/2024 | 0.59% | 101.12 % | 101.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,550 CHF | 508,550 CHF | 100.00% | 100.00% |
03/05/2024 | 0.59% | 100.95 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,048 CHF | 508,048 CHF | 100.00% | 100.00% |