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 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 CHF | 510,000 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,018 CHF | 510,518 CHF | 99.50% | 99.50% |
15/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 510,500 CHF | 99.44% | 99.44% |
14/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 510,500 CHF | 98.95% | 98.95% |
13/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 510,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 510,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,981 CHF | 510,481 CHF | 98.15% | 98.15% |
07/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,507 CHF | 510,007 CHF | 99.51% | 99.51% |
06/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 CHF | 510,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,559 CHF | 510,059 CHF | 99.99% | 99.99% |