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 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,037 CHF | 520,037 CHF | 99.61% | 99.61% |
15/05/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,739 CHF | 518,739 CHF | 99.43% | 99.43% |
14/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,683 CHF | 516,683 CHF | 98.93% | 98.93% |
13/05/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,078 CHF | 515,078 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,846 CHF | 515,846 CHF | 100.00% | 100.00% |
08/05/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,417 CHF | 515,417 CHF | 98.15% | 98.15% |
07/05/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,722 CHF | 514,722 CHF | 99.54% | 99.54% |
06/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,204 CHF | 512,204 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,938 CHF | 510,938 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,609 CHF | 509,609 CHF | 100.00% | 100.00% |