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 | 0.96% | 104.10 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,594 CHF | 525,594 CHF | 99.62% | 99.62% |
15/05/2024 | 0.76% | 104.40 % | 105.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,678 CHF | 525,678 CHF | 99.42% | 99.42% |
14/05/2024 | 0.77% | 104.20 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,748 CHF | 524,748 CHF | 98.95% | 98.95% |
13/05/2024 | 0.96% | 104.00 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,024 CHF | 525,024 CHF | 100.00% | 100.00% |
10/05/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,612 CHF | 523,612 CHF | 99.84% | 99.84% |
08/05/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,292 CHF | 517,292 CHF | 98.26% | 98.26% |
07/05/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,672 CHF | 519,672 CHF | 99.43% | 99.43% |
06/05/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,324 CHF | 515,324 CHF | 100.00% | 100.00% |
03/05/2024 | 0.92% | 102.40 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,072 CHF | 516,812 CHF | 100.00% | 100.00% |
02/05/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,006 CHF | 517,006 CHF | 100.00% | 100.00% |