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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,237 CHF | 511,737 CHF | 99.38% | 99.38% |
16/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,608 CHF | 512,108 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,092 CHF | 512,592 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,834 CHF | 512,334 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,952 CHF | 512,452 CHF | 98.82% | 98.82% |
10/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,876 CHF | 512,376 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,491 CHF | 511,991 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,408 CHF | 511,908 CHF | 97.35% | 97.35% |
06/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,342 CHF | 511,842 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,065 CHF | 511,565 CHF | 99.38% | 99.38% |