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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.46% | 107.27 % | 107.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,962 CHF | 539,462 CHF | 99.99% | 99.99% |
13/05/2024 | 0.47% | 107.19 % | 107.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,342 CHF | 538,842 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 107.61 % | 108.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,254 CHF | 539,754 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 107.07 % | 107.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 534,353 CHF | 536,853 CHF | 100.00% | 100.00% |
07/05/2024 | 0.47% | 106.48 % | 106.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,790 CHF | 534,290 CHF | 100.00% | 100.00% |
06/05/2024 | 0.47% | 106.26 % | 106.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,360 CHF | 532,860 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 105.89 % | 106.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,395 CHF | 530,895 CHF | 100.00% | 100.00% |
02/05/2024 | 0.47% | 105.15 % | 105.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,155 CHF | 530,655 CHF | 100.00% | 100.00% |
30/04/2024 | 0.47% | 106.12 % | 106.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,288 CHF | 533,788 CHF | 100.00% | 100.00% |
29/04/2024 | 0.47% | 106.18 % | 106.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,333 CHF | 533,833 CHF | 100.00% | 100.00% |