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% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,244 CHF | 512,744 CHF | 99.50% | 99.50% |
15/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 513,000 CHF | 99.43% | 99.43% |
14/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,133 CHF | 512,633 CHF | 98.89% | 98.89% |
13/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,572 CHF | 512,072 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,005 CHF | 512,505 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,128 CHF | 511,628 CHF | 98.15% | 98.15% |
07/05/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,463 CHF | 510,963 CHF | 99.45% | 99.45% |
06/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,621 CHF | 512,121 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,405 CHF | 510,905 CHF | 100.00% | 100.00% |
02/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,302 CHF | 511,802 CHF | 100.00% | 100.00% |