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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.78% | 101.69 % | 102.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,967 CHF | 511,967 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 101.49 % | 102.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,213 CHF | 511,213 CHF | 100.00% | 100.00% |
13/05/2024 | 0.79% | 101.43 % | 102.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,197 CHF | 511,197 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.42 % | 102.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,122 CHF | 511,122 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 101.26 % | 102.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,287 CHF | 510,287 CHF | 100.00% | 100.00% |
07/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,511 CHF | 509,511 CHF | 100.00% | 100.00% |
06/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,593 CHF | 508,593 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 100.79 % | 101.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,777 CHF | 507,777 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.66 % | 101.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,717 CHF | 507,717 CHF | 100.00% | 100.00% |
30/04/2024 | 0.79% | 100.83 % | 101.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,507 CHF | 508,507 CHF | 100.00% | 100.00% |