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% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,672 CHF | 507,172 CHF | 99.51% | 99.51% |
15/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,037 CHF | 507,537 CHF | 99.42% | 99.42% |
14/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 507,500 CHF | 98.91% | 98.91% |
13/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 507,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,488 CHF | 507,988 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 101.20 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,000 CHF | 507,550 CHF | 98.15% | 98.15% |
07/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,314 CHF | 508,814 CHF | 99.44% | 99.44% |
06/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,076 CHF | 507,576 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,883 CHF | 507,383 CHF | 100.00% | 100.00% |
02/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,524 CHF | 507,024 CHF | 100.00% | 100.00% |