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 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,500 CHF | 515,500 CHF | 99.61% | 99.61% |
15/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 516,000 CHF | 99.42% | 99.42% |
14/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 516,000 CHF | 98.95% | 98.95% |
13/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,224 CHF | 516,224 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 516,000 CHF | 99.84% | 99.84% |
08/05/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,500 CHF | 516,500 CHF | 98.01% | 98.01% |
07/05/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,500 CHF | 516,500 CHF | 99.44% | 99.44% |
06/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 516,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,089 CHF | 516,089 CHF | 100.00% | 100.00% |
02/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 516,000 CHF | 100.00% | 100.00% |