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% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,667 CHF | 510,167 CHF | 100.00% | 100.00% |
15/05/2024 | 0.49% | 101.12 % | 101.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,726 CHF | 508,226 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 100.98 % | 101.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,070 CHF | 506,570 CHF | 100.00% | 100.00% |
13/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,968 CHF | 507,468 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 100.92 % | 101.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,952 CHF | 507,452 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 100.58 % | 101.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,054 CHF | 505,554 CHF | 100.00% | 100.00% |
07/05/2024 | 0.50% | 100.59 % | 101.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,336 CHF | 505,836 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 100.17 % | 100.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,808 CHF | 503,308 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 99.62 % | 100.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,965 CHF | 501,465 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,064 CHF | 499,564 CHF | 100.00% | 100.00% |