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% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,276 CHF | 510,776 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,043 CHF | 510,543 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,694 CHF | 509,194 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,803 CHF | 508,303 CHF | 98.94% | 98.94% |
10/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,124 CHF | 507,624 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.15 % | 101.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,990 CHF | 507,490 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,549 CHF | 506,049 CHF | 94.75% | 94.75% |
06/05/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,706 CHF | 496,206 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,296 CHF | 494,796 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,978 CHF | 487,478 CHF | 99.37% | 99.37% |