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 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,311 CHF | 509,311 CHF | 99.50% | 99.50% |
15/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,834 CHF | 508,834 CHF | 99.42% | 99.42% |
14/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 508,500 CHF | 98.90% | 98.90% |
13/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 508,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,496 CHF | 508,496 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 508,000 CHF | 98.15% | 98.15% |
07/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,795 CHF | 507,795 CHF | 99.54% | 99.54% |
06/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 507,500 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,671 CHF | 506,671 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,669 CHF | 506,669 CHF | 100.00% | 100.00% |