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% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,672 CHF | 507,172 CHF | 99.29% | 99.29% |
15/05/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,764 CHF | 507,264 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,505 CHF | 507,005 CHF | 98.94% | 98.94% |
13/05/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,001 CHF | 506,501 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,408 CHF | 506,908 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,274 CHF | 506,774 CHF | 97.99% | 97.99% |
07/05/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,104 CHF | 506,604 CHF | 99.54% | 99.54% |
06/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,914 CHF | 506,414 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,046 CHF | 506,546 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,629 CHF | 506,129 CHF | 100.00% | 100.00% |