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 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 509,000 CHF | 99.42% | 99.42% |
14/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 509,000 CHF | 98.96% | 98.96% |
13/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 509,000 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 509,500 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 510,000 CHF | 98.13% | 98.13% |
07/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 510,000 CHF | 99.45% | 99.45% |
06/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 510,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,154 CHF | 510,154 CHF | 99.99% | 99.99% |
02/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 510,000 CHF | 100.00% | 100.00% |
30/04/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,637 CHF | 510,637 CHF | 99.59% | 99.59% |