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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,756 CHF | 507,256 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,724 CHF | 508,224 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,411 CHF | 507,911 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,495 CHF | 507,995 CHF | 98.83% | 98.83% |
10/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,321 CHF | 506,821 CHF | 99.38% | 99.38% |
08/05/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,655 CHF | 506,155 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,227 CHF | 506,727 CHF | 97.39% | 97.39% |
06/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,531 CHF | 506,031 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,628 CHF | 505,128 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,019 CHF | 505,519 CHF | 99.34% | 99.34% |