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% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,491 CHF | 512,991 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,298 CHF | 512,798 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,918 CHF | 511,418 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,220 CHF | 510,720 CHF | 98.94% | 98.94% |
10/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,668 CHF | 510,168 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,567 CHF | 510,067 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,755 CHF | 508,255 CHF | 94.75% | 94.75% |
06/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,403 CHF | 500,903 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,462 CHF | 499,962 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,272 CHF | 494,772 CHF | 99.37% | 99.37% |