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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,001 CHF | 505,501 CHF | 99.38% | 99.38% |
22/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,650 CHF | 506,150 CHF | 99.37% | 99.37% |
21/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,200 CHF | 505,700 CHF | 99.28% | 99.28% |
17/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,282 CHF | 505,782 CHF | 99.23% | 99.23% |
16/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,426 CHF | 505,926 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,803 CHF | 506,303 CHF | 99.37% | 99.37% |
14/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,737 CHF | 506,237 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,842 CHF | 506,342 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,998 CHF | 506,498 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,811 CHF | 506,311 CHF | 99.38% | 99.38% |