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 | 0.46% | 109.33 % | 109.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,907 CHF | 548,407 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 108.83 % | 109.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,544 CHF | 546,044 CHF | 100.00% | 100.00% |
13/05/2024 | 0.46% | 108.84 % | 109.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,164 CHF | 547,664 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 110.04 % | 110.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,916 CHF | 553,416 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 109.84 % | 110.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 549,605 CHF | 552,105 CHF | 100.00% | 100.00% |
07/05/2024 | 0.46% | 109.65 % | 110.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 545,951 CHF | 548,451 CHF | 100.00% | 100.00% |
06/05/2024 | 0.46% | 108.80 % | 109.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 543,899 CHF | 546,399 CHF | 100.00% | 100.00% |
03/05/2024 | 0.46% | 108.32 % | 108.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,755 CHF | 543,255 CHF | 100.00% | 100.00% |
02/05/2024 | 0.46% | 107.78 % | 108.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,647 CHF | 544,147 CHF | 100.00% | 100.00% |
30/04/2024 | 0.46% | 108.63 % | 109.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,508 CHF | 545,008 CHF | 100.00% | 100.00% |