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 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 510,000 CHF | 99.16% | 99.16% |
15/05/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 510,500 CHF | 99.42% | 99.42% |
14/05/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 510,500 CHF | 98.91% | 98.91% |
13/05/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,000 CHF | 510,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,000 CHF | 511,500 CHF | 99.73% | 99.73% |
08/05/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 512,000 CHF | 97.99% | 97.99% |
07/05/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 512,000 CHF | 99.53% | 99.53% |
06/05/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,000 CHF | 512,500 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 CHF | 513,000 CHF | 99.53% | 99.53% |
02/05/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 513,500 CHF | 100.00% | 100.00% |