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 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 99.27% | 99.27% |
15/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 99.44% | 99.44% |
14/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 98.94% | 98.94% |
13/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,050 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,576 CHF | 506,126 CHF | 98.12% | 98.12% |
07/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 506,546 CHF | 99.44% | 99.44% |
06/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 506,550 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,762 CHF | 506,304 CHF | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,749 CHF | 506,296 CHF | 100.00% | 100.00% |