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% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,007 CHF | 507,507 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,252 CHF | 507,752 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,266 CHF | 507,766 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,498 CHF | 507,998 CHF | 98.82% | 98.82% |
10/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 508,000 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,559 CHF | 508,059 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,551 CHF | 508,051 CHF | 97.36% | 97.36% |
06/05/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,594 CHF | 508,094 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,558 CHF | 508,058 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,607 CHF | 508,107 CHF | 99.34% | 99.34% |