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% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,601 CHF | 512,101 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,969 CHF | 512,469 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,810 CHF | 512,310 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,732 CHF | 512,232 CHF | 98.95% | 98.95% |
10/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,050 CHF | 511,550 CHF | 99.38% | 99.38% |
08/05/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,719 CHF | 511,219 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,491 CHF | 507,991 CHF | 94.78% | 94.78% |
06/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,760 CHF | 507,260 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,642 CHF | 507,142 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,782 CHF | 507,282 CHF | 99.38% | 99.38% |