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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,061 CHF | 507,561 CHF | 100.00% | 100.00% |
22/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,825 CHF | 507,325 CHF | 100.00% | 100.00% |
21/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,410 CHF | 506,910 CHF | 97.19% | 97.19% |
17/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,011 CHF | 507,511 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,647 CHF | 508,147 CHF | 97.90% | 97.90% |
15/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,009 CHF | 508,509 CHF | 99.43% | 99.43% |
14/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,798 CHF | 507,298 CHF | 98.93% | 98.93% |
13/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,326 CHF | 507,826 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,793 CHF | 508,293 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,003 CHF | 507,503 CHF | 98.15% | 98.15% |