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% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,892 CHF | 512,392 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,366 CHF | 512,866 CHF | 99.37% | 99.37% |
14/05/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,619 CHF | 512,119 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,491 CHF | 511,991 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,269 CHF | 511,769 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,276 CHF | 511,776 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,661 CHF | 510,161 CHF | 99.38% | 99.38% |
06/05/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,100 CHF | 510,600 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,390 CHF | 509,890 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,899 CHF | 508,399 CHF | 99.38% | 99.38% |