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 | 0.30% | 101.90 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,640 CHF | 511,190 CHF | 99.27% | 99.27% |
15/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,489 CHF | 506,039 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,743 CHF | 509,293 CHF | 98.95% | 98.95% |
13/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,667 CHF | 508,217 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 101.90 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,068 CHF | 511,618 CHF | 99.73% | 99.73% |
08/05/2024 | 0.30% | 102.60 % | 102.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,610 CHF | 515,160 CHF | 98.11% | 98.11% |
07/05/2024 | 0.30% | 102.80 % | 103.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,089 CHF | 515,635 CHF | 99.44% | 99.44% |
06/05/2024 | 0.30% | 103.30 % | 103.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,840 CHF | 518,390 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 102.70 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,406 CHF | 513,948 CHF | 99.53% | 99.53% |
02/05/2024 | 0.30% | 102.70 % | 103.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,501 CHF | 515,048 CHF | 100.00% | 100.00% |