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% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,250 CHF | 506,750 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,011 CHF | 506,511 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,960 CHF | 506,460 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,299 CHF | 504,799 CHF | 98.82% | 98.82% |
10/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,440 CHF | 503,940 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,961 CHF | 503,461 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,564 CHF | 503,064 CHF | 97.34% | 97.34% |
06/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,716 CHF | 503,216 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,267 CHF | 504,767 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,461 CHF | 503,961 CHF | 99.34% | 99.34% |