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 | 0.79% | 102.00 % | 102.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,467 CHF | 513,517 CHF | 99.41% | 99.41% |
14/05/2024 | 0.79% | 101.70 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,031 CHF | 513,081 CHF | 98.91% | 98.91% |
13/05/2024 | 0.79% | 101.90 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,209 CHF | 514,259 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.90 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,887 CHF | 513,937 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 101.80 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,760 CHF | 513,810 CHF | 98.01% | 98.01% |
07/05/2024 | 0.79% | 102.20 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,852 CHF | 514,898 CHF | 99.43% | 99.43% |
06/05/2024 | 0.79% | 102.10 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,728 CHF | 514,778 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 101.90 % | 102.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,787 CHF | 512,829 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 101.60 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,515 CHF | 512,562 CHF | 100.00% | 100.00% |
30/04/2024 | 0.79% | 101.70 % | 102.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,673 CHF | 512,723 CHF | 99.24% | 99.24% |