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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,699 CHF | 505,699 CHF | 99.43% | 99.43% |
14/05/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,891 CHF | 505,891 CHF | 98.90% | 98.90% |
13/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,743 CHF | 508,743 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,622 CHF | 509,622 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,202 CHF | 509,202 CHF | 97.91% | 97.91% |
07/05/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,195 CHF | 511,195 CHF | 99.44% | 99.44% |
06/05/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,466 CHF | 511,466 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,933 CHF | 509,192 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,264 CHF | 509,264 CHF | 100.00% | 100.00% |
30/04/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,273 CHF | 509,273 CHF | 99.59% | 99.59% |