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 | 0.47% | 105.24 % | 105.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,186 CHF | 528,686 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 105.21 % | 105.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,122 CHF | 528,622 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 105.23 % | 105.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,374 CHF | 528,874 CHF | 100.00% | 100.00% |
13/05/2024 | 0.47% | 105.21 % | 105.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,089 CHF | 528,589 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 105.22 % | 105.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,311 CHF | 528,811 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 105.18 % | 105.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,800 CHF | 528,300 CHF | 100.00% | 100.00% |
07/05/2024 | 0.47% | 105.14 % | 105.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,837 CHF | 528,337 CHF | 100.00% | 100.00% |
06/05/2024 | 0.47% | 105.17 % | 105.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,850 CHF | 528,350 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 105.09 % | 105.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,528 CHF | 528,028 CHF | 100.00% | 100.00% |
02/05/2024 | 0.47% | 105.13 % | 105.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,565 CHF | 528,065 CHF | 100.00% | 100.00% |