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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,705 CHF | 509,205 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,732 CHF | 509,232 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,839 CHF | 509,339 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,988 CHF | 508,488 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,438 CHF | 508,938 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,249 CHF | 509,749 CHF | 99.37% | 99.37% |
06/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,581 CHF | 509,081 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,626 CHF | 509,126 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,111 CHF | 508,611 CHF | 99.37% | 99.37% |
30/04/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,185 CHF | 508,685 CHF | 99.38% | 99.38% |