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% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,250 CHF | 512,750 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,000 CHF | 513,500 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,003 CHF | 513,503 CHF | 99.39% | 99.39% |
13/05/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,242 CHF | 513,742 CHF | 98.83% | 98.83% |
10/05/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,015 CHF | 513,515 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,016 CHF | 513,516 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,482 CHF | 513,982 CHF | 97.35% | 97.35% |
06/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,459 CHF | 513,959 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,103 CHF | 513,603 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,176 CHF | 513,676 CHF | 99.35% | 99.35% |