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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 513,000 CHF | 98.90% | 98.90% |
13/05/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 512,000 CHF | 99.66% | 99.66% |
10/05/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 512,000 CHF | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,500 CHF | 513,500 CHF | 97.33% | 97.33% |
07/05/2024 | 0.98% | 102.00 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,510 CHF | 514,510 CHF | 99.61% | 99.61% |
06/05/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,025 CHF | 512,025 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,687 CHF | 511,947 CHF | 99.80% | 99.80% |
02/05/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,876 CHF | 512,876 CHF | 97.85% | 97.85% |
30/04/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,994 CHF | 513,994 CHF | 98.10% | 98.10% |
29/04/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 513,000 CHF | 99.56% | 99.56% |