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 | 0.49% | 102.54 % | 103.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,109 CHF | 515,609 CHF | 99.39% | 99.39% |
15/05/2024 | 0.49% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,077 CHF | 515,577 CHF | 99.39% | 99.39% |
14/05/2024 | 0.49% | 102.58 % | 103.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,877 CHF | 515,377 CHF | 99.39% | 99.39% |
13/05/2024 | 0.49% | 102.57 % | 103.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,796 CHF | 515,296 CHF | 99.39% | 99.39% |
10/05/2024 | 0.47% | 106.49 % | 106.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,535 CHF | 535,035 CHF | 99.39% | 99.39% |
08/05/2024 | 0.47% | 106.40 % | 106.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,963 CHF | 534,463 CHF | 99.39% | 99.39% |
07/05/2024 | 0.47% | 106.38 % | 106.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,480 CHF | 533,980 CHF | 99.39% | 99.39% |
06/05/2024 | 0.47% | 106.30 % | 106.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,595 CHF | 534,095 CHF | 99.39% | 99.39% |
03/05/2024 | 0.47% | 106.31 % | 106.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,424 CHF | 533,924 CHF | 99.39% | 99.39% |
02/05/2024 | 0.47% | 106.16 % | 106.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,805 CHF | 533,305 CHF | 99.39% | 99.39% |