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 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,729 CHF | 510,729 CHF | 97.80% | 97.80% |
15/05/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,902 CHF | 511,902 CHF | 99.43% | 99.43% |
14/05/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,256 CHF | 510,256 CHF | 98.95% | 98.95% |
13/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,456 CHF | 509,456 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,845 CHF | 509,845 CHF | 100.00% | 100.00% |
08/05/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,395 CHF | 510,395 CHF | 98.15% | 98.15% |
07/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,553 CHF | 511,553 CHF | 99.43% | 99.43% |
06/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,776 CHF | 508,776 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,994 CHF | 507,254 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,132 CHF | 507,132 CHF | 99.99% | 99.99% |