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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,358 CHF | 512,858 CHF | 99.37% | 99.37% |
21/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,740 CHF | 513,240 CHF | 99.24% | 99.24% |
17/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,314 CHF | 512,814 CHF | 99.37% | 99.37% |
16/05/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,771 CHF | 513,271 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,939 CHF | 513,439 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,523 CHF | 513,023 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,539 CHF | 513,039 CHF | 98.95% | 98.95% |
10/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,465 CHF | 512,965 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,598 CHF | 513,098 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,533 CHF | 513,033 CHF | 94.77% | 94.77% |