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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.47% | 106.97 % | 107.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,850 CHF | 537,350 CHF | 100.00% | 100.00% |
13/05/2024 | 0.47% | 106.96 % | 107.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,800 CHF | 537,300 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 106.96 % | 107.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,800 CHF | 537,300 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 106.95 % | 107.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,750 CHF | 537,250 CHF | 100.00% | 100.00% |
07/05/2024 | 0.47% | 106.94 % | 107.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,700 CHF | 537,200 CHF | 100.00% | 100.00% |
06/05/2024 | 0.47% | 106.93 % | 107.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,650 CHF | 537,150 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 106.92 % | 107.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,643 CHF | 537,143 CHF | 100.00% | 100.00% |
02/05/2024 | 0.47% | 106.92 % | 107.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,600 CHF | 537,100 CHF | 100.00% | 100.00% |
30/04/2024 | 0.47% | 106.91 % | 107.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,549 CHF | 537,049 CHF | 100.00% | 100.00% |
29/04/2024 | 0.47% | 106.90 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,500 CHF | 537,000 CHF | 100.00% | 100.00% |