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 | 0.52% | 106.00 % | 106.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,916 CHF | 533,666 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 106.45 % | 107.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,320 CHF | 535,070 CHF | 99.38% | 99.38% |
14/05/2024 | 0.52% | 106.40 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,672 CHF | 534,422 CHF | 99.38% | 99.38% |
13/05/2024 | 0.52% | 106.40 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,535 CHF | 534,285 CHF | 98.83% | 98.83% |
10/05/2024 | 0.52% | 106.10 % | 106.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,683 CHF | 532,433 CHF | 99.37% | 99.37% |
08/05/2024 | 0.52% | 105.85 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,066 CHF | 531,816 CHF | 99.38% | 99.38% |
07/05/2024 | 0.52% | 105.95 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,641 CHF | 532,391 CHF | 97.35% | 97.35% |
06/05/2024 | 0.52% | 105.80 % | 106.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,801 CHF | 531,551 CHF | 99.38% | 99.38% |
03/05/2024 | 0.52% | 105.55 % | 106.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,657 CHF | 530,407 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 105.20 % | 105.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,579 CHF | 530,329 CHF | 99.33% | 99.33% |