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 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,370 CHF | 517,870 CHF | 99.60% | 99.60% |
15/05/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,500 CHF | 518,000 CHF | 99.43% | 99.43% |
14/05/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,499 CHF | 517,999 CHF | 98.94% | 98.94% |
13/05/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,470 CHF | 517,970 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,138 CHF | 517,638 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 103.30 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,197 CHF | 517,697 CHF | 98.15% | 98.15% |
07/05/2024 | 0.29% | 103.20 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,249 CHF | 517,749 CHF | 99.45% | 99.45% |
06/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,990 CHF | 514,490 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,296 CHF | 514,536 CHF | 100.00% | 100.00% |
02/05/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,562 CHF | 512,062 CHF | 100.00% | 100.00% |