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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 505,050 CHF | 100.00% | 100.00% |
16/05/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,534 CHF | 505,084 CHF | 99.18% | 99.18% |
15/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,049 CHF | 505,599 CHF | 98.50% | 98.50% |
14/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 98.91% | 98.91% |
13/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,025 CHF | 505,575 CHF | 99.73% | 99.73% |
08/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,037 CHF | 505,587 CHF | 96.42% | 96.42% |
07/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,846 CHF | 505,392 CHF | 99.53% | 99.53% |
06/05/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,414 CHF | 504,964 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,673 CHF | 505,215 CHF | 100.00% | 100.00% |