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% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,565 CHF | 515,065 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,610 CHF | 515,110 CHF | 99.37% | 99.37% |
14/05/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,739 CHF | 515,239 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,953 CHF | 515,453 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,471 CHF | 514,971 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,355 CHF | 514,855 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,747 CHF | 516,247 CHF | 99.37% | 99.37% |
06/05/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,631 CHF | 515,131 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,345 CHF | 514,845 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,995 CHF | 514,495 CHF | 99.37% | 99.37% |