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 | 0.30% | 102.10 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,500 CHF | 512,050 CHF | 99.27% | 99.27% |
15/05/2024 | 0.30% | 102.20 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,000 CHF | 512,550 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 102.20 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,000 CHF | 512,550 CHF | 98.95% | 98.95% |
13/05/2024 | 0.30% | 102.20 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,112 CHF | 512,662 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 102.30 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 CHF | 513,050 CHF | 99.73% | 99.73% |
08/05/2024 | 0.30% | 102.30 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 CHF | 513,050 CHF | 98.00% | 98.00% |
07/05/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 513,546 CHF | 99.44% | 99.44% |
06/05/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 513,550 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 513,542 CHF | 99.53% | 99.53% |
02/05/2024 | 0.30% | 102.40 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,047 CHF | 513,593 CHF | 100.00% | 100.00% |