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 | 0.47% | 105.35 % | 105.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,905 CHF | 529,405 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 105.35 % | 105.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,550 CHF | 529,050 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 105.24 % | 105.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,935 CHF | 528,435 CHF | 100.00% | 100.00% |
13/05/2024 | 0.47% | 105.22 % | 105.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,046 CHF | 528,546 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 105.19 % | 105.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,083 CHF | 528,583 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 105.20 % | 105.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,982 CHF | 528,482 CHF | 100.00% | 100.00% |
07/05/2024 | 0.47% | 105.14 % | 105.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,592 CHF | 528,092 CHF | 100.00% | 100.00% |
06/05/2024 | 0.48% | 105.03 % | 105.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,047 CHF | 527,547 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 104.94 % | 105.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,325 CHF | 526,825 CHF | 100.00% | 100.00% |
02/05/2024 | 0.48% | 104.64 % | 105.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,388 CHF | 525,888 CHF | 100.00% | 100.00% |