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 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,076 CHF | 519,076 CHF | 99.61% | 99.61% |
15/05/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,128 CHF | 518,128 CHF | 99.43% | 99.43% |
14/05/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,986 CHF | 516,986 CHF | 98.95% | 98.95% |
13/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,151 CHF | 517,151 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,904 CHF | 515,904 CHF | 99.84% | 99.84% |
08/05/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,267 CHF | 513,267 CHF | 98.01% | 98.01% |
07/05/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,233 CHF | 516,233 CHF | 99.43% | 99.43% |
06/05/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,753 CHF | 512,753 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,006 CHF | 511,006 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,115 CHF | 508,115 CHF | 100.00% | 100.00% |