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% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,456 CHF | 510,456 CHF | 99.51% | 99.51% |
15/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,523 CHF | 510,523 CHF | 99.42% | 99.42% |
14/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,112 CHF | 510,112 CHF | 98.93% | 98.93% |
13/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,933 CHF | 509,933 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,208 CHF | 509,208 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,242 CHF | 508,242 CHF | 98.15% | 98.15% |
07/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,686 CHF | 506,686 CHF | 99.53% | 99.53% |
06/05/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,484 CHF | 505,484 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,448 CHF | 504,448 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,199 CHF | 505,199 CHF | 100.00% | 100.00% |