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 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,743 CHF | 507,256 CHF | 100.00% | 100.00% |
22/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,637 CHF | 507,137 CHF | 100.00% | 100.00% |
21/05/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,210 CHF | 506,710 CHF | 97.19% | 97.19% |
17/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,652 CHF | 507,152 CHF | 100.00% | 100.00% |
16/05/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,722 CHF | 507,222 CHF | 99.51% | 99.51% |
15/05/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,260 CHF | 507,760 CHF | 99.43% | 99.43% |
14/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,969 CHF | 507,469 CHF | 98.89% | 98.89% |
13/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,270 CHF | 507,770 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,143 CHF | 507,643 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,968 CHF | 507,468 CHF | 98.15% | 98.15% |