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% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,763 CHF | 514,263 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,814 CHF | 514,314 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,756 CHF | 514,256 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,008 CHF | 514,508 CHF | 98.83% | 98.83% |
10/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,021 CHF | 514,521 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,223 CHF | 514,723 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,668 CHF | 514,168 CHF | 97.36% | 97.36% |
06/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,503 CHF | 514,003 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,385 CHF | 513,885 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,146 CHF | 513,646 CHF | 99.34% | 99.34% |