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% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,124 CHF | 514,624 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,764 CHF | 515,264 CHF | 99.37% | 99.37% |
14/05/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,296 CHF | 514,796 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,477 CHF | 514,977 CHF | 98.66% | 98.66% |
10/05/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,891 CHF | 514,391 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,677 CHF | 514,177 CHF | 99.37% | 99.37% |
07/05/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,491 CHF | 514,991 CHF | 99.38% | 99.38% |
06/05/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,813 CHF | 511,313 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,454 CHF | 509,954 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 101.35 % | 101.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,826 CHF | 509,326 CHF | 99.38% | 99.38% |