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 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,836 CHF | 512,836 CHF | 99.62% | 99.62% |
15/05/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,786 CHF | 511,786 CHF | 99.44% | 99.44% |
14/05/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,704 CHF | 510,704 CHF | 98.94% | 98.94% |
13/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,827 CHF | 511,827 CHF | 100.00% | 100.00% |
10/05/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,065 CHF | 512,065 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,939 CHF | 510,939 CHF | 98.26% | 98.26% |
07/05/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,230 CHF | 511,230 CHF | 99.43% | 99.43% |
06/05/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,162 CHF | 510,162 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,560 CHF | 509,300 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,093 CHF | 508,093 CHF | 100.00% | 100.00% |