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 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 506,550 CHF | 99.15% | 99.15% |
15/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 507,050 CHF | 99.42% | 99.42% |
14/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 507,050 CHF | 98.90% | 98.90% |
13/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 507,050 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 507,550 CHF | 99.73% | 99.73% |
08/05/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 507,550 CHF | 97.99% | 97.99% |
07/05/2024 | 0.30% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 508,046 CHF | 99.53% | 99.53% |
06/05/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 508,050 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 508,042 CHF | 99.53% | 99.53% |
02/05/2024 | 0.30% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 CHF | 508,047 CHF | 100.00% | 100.00% |