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 | 0.77% | 104.10 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,283 CHF | 524,283 CHF | 99.73% | 99.73% |
15/05/2024 | 0.96% | 103.30 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,394 CHF | 521,394 CHF | 99.43% | 99.43% |
14/05/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,063 CHF | 518,063 CHF | 98.94% | 98.94% |
13/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,864 CHF | 512,864 CHF | 99.80% | 99.80% |
10/05/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,319 CHF | 513,319 CHF | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,502 CHF | 511,502 CHF | 98.26% | 98.26% |
07/05/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,436 CHF | 511,436 CHF | 99.55% | 99.55% |
06/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,406 CHF | 510,406 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,067 CHF | 509,327 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,574 CHF | 508,574 CHF | 100.00% | 100.00% |