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 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,977 CHF | 515,977 CHF | 99.61% | 99.61% |
15/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,148 CHF | 512,148 CHF | 99.43% | 99.43% |
14/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,597 CHF | 508,597 CHF | 98.94% | 98.94% |
13/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,299 CHF | 504,299 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,946 CHF | 502,946 CHF | 99.84% | 99.84% |
08/05/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,784 CHF | 494,784 CHF | 98.26% | 98.26% |
07/05/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 499,956 | 489,946 CHF | 493,903 CHF | 99.42% | 99.42% |
06/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,825 CHF | 505,825 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,033 CHF | 508,033 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,426 CHF | 510,426 CHF | 100.00% | 100.00% |