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% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,037 CHF | 508,537 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,435 CHF | 508,935 CHF | 99.37% | 99.37% |
14/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,250 CHF | 508,750 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,403 CHF | 508,903 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,201 CHF | 508,701 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,150 CHF | 508,650 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,573 CHF | 509,073 CHF | 99.38% | 99.38% |
06/05/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,620 CHF | 508,120 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,323 CHF | 507,823 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,253 CHF | 507,753 CHF | 99.38% | 99.38% |