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 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,568 CHF | 507,068 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,502 CHF | 507,002 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,739 CHF | 506,239 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,353 CHF | 505,853 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,891 CHF | 505,391 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,780 CHF | 505,280 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,843 CHF | 504,343 CHF | 94.75% | 94.75% |
06/05/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,673 CHF | 499,173 CHF | 99.36% | 99.36% |
03/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,694 CHF | 499,194 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,460 CHF | 495,960 CHF | 99.38% | 99.38% |