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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.29% | 103.10 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,377 CHF | 515,877 CHF | 99.43% | 99.43% |
14/05/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,136 CHF | 514,636 CHF | 98.89% | 98.89% |
13/05/2024 | 0.29% | 102.40 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,439 CHF | 513,939 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 102.50 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,639 CHF | 514,139 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 102.90 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,878 CHF | 516,378 CHF | 98.15% | 98.15% |
07/05/2024 | 0.29% | 103.60 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,713 CHF | 519,213 CHF | 99.53% | 99.53% |
06/05/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,022 CHF | 512,522 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 102.20 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,116 CHF | 511,616 CHF | 99.98% | 99.98% |
02/05/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,817 CHF | 509,317 CHF | 100.00% | 100.00% |
30/04/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,052 CHF | 511,552 CHF | 99.22% | 99.22% |