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% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,554 CHF | 511,054 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,949 CHF | 511,449 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,443 CHF | 511,943 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,956 CHF | 512,456 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,009 CHF | 512,509 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,345 CHF | 511,845 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,731 CHF | 512,231 CHF | 99.38% | 99.38% |
06/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,303 CHF | 511,803 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,239 CHF | 510,739 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,017 CHF | 509,517 CHF | 99.38% | 99.38% |