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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 507,500 CHF | 99.42% | 99.42% |
14/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,804 CHF | 507,804 CHF | 98.90% | 98.90% |
13/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 507,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,711 CHF | 507,711 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 507,000 CHF | 98.15% | 98.15% |
07/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,054 CHF | 508,054 CHF | 99.43% | 99.43% |
06/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,504 CHF | 507,504 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,600 CHF | 507,600 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,903 CHF | 506,903 CHF | 100.00% | 100.00% |
30/04/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,498 CHF | 507,498 CHF | 99.59% | 99.59% |