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 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,790 CHF | 508,290 CHF | 99.44% | 99.44% |
14/05/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,881 CHF | 507,381 CHF | 98.93% | 98.93% |
13/05/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,735 CHF | 504,235 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,906 CHF | 504,406 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,928 CHF | 504,428 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,049 CHF | 504,549 CHF | 99.44% | 99.44% |
06/05/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,870 CHF | 503,370 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,667 CHF | 504,167 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,667 CHF | 503,167 CHF | 100.00% | 100.00% |
30/04/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,582 CHF | 502,082 CHF | 99.23% | 99.23% |