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% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,241 CHF | 510,741 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,723 CHF | 511,223 CHF | 98.36% | 98.36% |
14/05/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,564 CHF | 511,064 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,459 CHF | 510,959 CHF | 98.95% | 98.95% |
10/05/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,700 CHF | 510,200 CHF | 99.38% | 99.38% |
08/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,172 CHF | 509,672 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,121 CHF | 508,621 CHF | 94.78% | 94.78% |
06/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,284 CHF | 507,784 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,158 CHF | 507,658 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 101.05 % | 101.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,589 CHF | 508,089 CHF | 99.38% | 99.38% |