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 | 0.45% | 109.65 % | 110.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,250 CHF | 550,750 CHF | 100.00% | 100.00% |
14/05/2024 | 0.45% | 109.64 % | 110.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,206 CHF | 550,706 CHF | 100.00% | 100.00% |
13/05/2024 | 0.46% | 109.64 % | 110.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,192 CHF | 550,692 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 109.61 % | 110.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,085 CHF | 550,585 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 109.57 % | 110.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,908 CHF | 550,408 CHF | 100.00% | 100.00% |
07/05/2024 | 0.46% | 109.56 % | 110.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,770 CHF | 550,270 CHF | 100.00% | 100.00% |
06/05/2024 | 0.46% | 109.50 % | 110.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,462 CHF | 549,962 CHF | 100.00% | 100.00% |
03/05/2024 | 0.46% | 109.43 % | 109.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,903 CHF | 549,403 CHF | 100.00% | 100.00% |
02/05/2024 | 0.46% | 109.22 % | 109.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,940 CHF | 549,440 CHF | 100.00% | 100.00% |
30/04/2024 | 0.46% | 109.44 % | 109.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,170 CHF | 549,670 CHF | 100.00% | 100.00% |