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 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,344 CHF | 519,844 CHF | 99.38% | 99.38% |
15/05/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,983 CHF | 519,483 CHF | 98.35% | 98.35% |
14/05/2024 | 0.48% | 103.25 % | 103.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,003 CHF | 518,503 CHF | 99.37% | 99.37% |
13/05/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,466 CHF | 517,966 CHF | 98.94% | 98.94% |
10/05/2024 | 0.48% | 102.95 % | 103.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,108 CHF | 517,608 CHF | 99.38% | 99.38% |
08/05/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,034 CHF | 517,534 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,497 CHF | 513,997 CHF | 94.77% | 94.77% |
06/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,946 CHF | 508,446 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,667 CHF | 508,167 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,734 CHF | 505,234 CHF | 99.38% | 99.38% |