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 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,692 CHF | 512,692 CHF | 99.60% | 99.60% |
15/05/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,318 CHF | 512,318 CHF | 99.42% | 99.42% |
14/05/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,439 CHF | 512,439 CHF | 98.94% | 98.94% |
13/05/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,154 CHF | 512,154 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,567 CHF | 511,567 CHF | 100.00% | 100.00% |
08/05/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,762 CHF | 512,762 CHF | 98.15% | 98.15% |
07/05/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,334 CHF | 512,334 CHF | 99.44% | 99.44% |
06/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,956 CHF | 509,956 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,908 CHF | 510,167 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,023 CHF | 510,023 CHF | 100.00% | 100.00% |