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% | 102.54 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,723 CHF | 515,223 CHF | 100.00% | 100.00% |
15/05/2024 | 0.49% | 102.53 % | 103.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,603 CHF | 515,103 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 102.48 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,334 CHF | 514,834 CHF | 100.00% | 100.00% |
13/05/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,448 CHF | 514,948 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 102.46 % | 102.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,290 CHF | 514,790 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 102.44 % | 102.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,191 CHF | 514,691 CHF | 100.00% | 100.00% |
07/05/2024 | 0.49% | 102.41 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,962 CHF | 514,462 CHF | 100.00% | 100.00% |
06/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,897 CHF | 514,397 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,673 CHF | 514,173 CHF | 100.00% | 100.00% |
02/05/2024 | 0.49% | 102.29 % | 102.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,431 CHF | 513,931 CHF | 100.00% | 100.00% |