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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 CHF | 515,500 CHF | 100.00% | 100.00% |
28/05/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,051 CHF | 516,051 CHF | 100.00% | 100.00% |
27/05/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,101 CHF | 516,101 CHF | 97.58% | 97.58% |
24/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,572 CHF | 515,572 CHF | 100.00% | 100.00% |
23/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,994 CHF | 516,006 CHF | 100.00% | 100.00% |
22/05/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,976 CHF | 515,976 CHF | 100.00% | 100.00% |
21/05/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,321 CHF | 515,321 CHF | 97.15% | 97.15% |
17/05/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,999 CHF | 514,999 CHF | 100.00% | 100.00% |
16/05/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,499 CHF | 515,499 CHF | 99.49% | 99.49% |
15/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,373 CHF | 515,373 CHF | 99.42% | 99.42% |