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 | 0.48% | 103.62 % | 104.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,100 CHF | 520,600 CHF | 100.00% | 100.00% |
16/05/2024 | 0.48% | 103.61 % | 104.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,050 CHF | 520,550 CHF | 100.00% | 100.00% |
15/05/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,000 CHF | 520,500 CHF | 100.00% | 100.00% |
14/05/2024 | 0.48% | 103.59 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,950 CHF | 520,450 CHF | 100.00% | 100.00% |
13/05/2024 | 0.48% | 103.59 % | 104.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,950 CHF | 520,450 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 103.58 % | 104.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,900 CHF | 520,400 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 103.58 % | 104.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,900 CHF | 520,400 CHF | 100.00% | 100.00% |
07/05/2024 | 0.48% | 103.57 % | 104.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,850 CHF | 520,350 CHF | 100.00% | 100.00% |
06/05/2024 | 0.48% | 103.56 % | 104.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,800 CHF | 520,300 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 103.55 % | 104.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,750 CHF | 520,250 CHF | 100.00% | 100.00% |