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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,979 CHF | 519,479 CHF | 100.00% | 100.00% |
21/05/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,876 CHF | 518,376 CHF | 96.17% | 96.17% |
17/05/2024 | 0.29% | 103.40 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,963 CHF | 518,463 CHF | 100.00% | 100.00% |
16/05/2024 | 0.29% | 103.50 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,261 CHF | 518,761 CHF | 99.15% | 99.15% |
15/05/2024 | 0.29% | 103.50 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,097 CHF | 518,597 CHF | 99.42% | 99.42% |
14/05/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,384 CHF | 517,884 CHF | 98.95% | 98.95% |
13/05/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,501 CHF | 518,001 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 103.10 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,628 CHF | 517,128 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,837 CHF | 517,337 CHF | 97.99% | 97.99% |
07/05/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,899 CHF | 516,399 CHF | 99.54% | 99.54% |