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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.47% | 105.23 % | 105.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,561 CHF | 529,061 CHF | 100.00% | 100.00% |
28/05/2024 | 0.47% | 105.54 % | 106.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,590 CHF | 531,090 CHF | 100.00% | 100.00% |
27/05/2024 | 0.47% | 105.81 % | 106.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,565 CHF | 531,065 CHF | 99.37% | 99.37% |
24/05/2024 | 0.47% | 105.41 % | 105.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,022 CHF | 528,522 CHF | 99.06% | 99.06% |
23/05/2024 | 0.47% | 105.22 % | 105.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,715 CHF | 529,215 CHF | 99.41% | 99.41% |
22/05/2024 | 0.47% | 105.33 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,950 CHF | 529,450 CHF | 97.25% | 97.25% |
21/05/2024 | 0.47% | 105.31 % | 105.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,516 CHF | 529,016 CHF | 100.00% | 100.00% |
17/05/2024 | 0.47% | 105.17 % | 105.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,604 CHF | 528,104 CHF | 100.00% | 100.00% |
16/05/2024 | 0.47% | 105.19 % | 105.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,457 CHF | 528,957 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 105.12 % | 105.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,786 CHF | 528,286 CHF | 100.00% | 100.00% |