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% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,148 CHF | 511,148 CHF | 99.47% | 99.47% |
15/05/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,243 CHF | 511,243 CHF | 97.52% | 97.52% |
14/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,387 CHF | 511,387 CHF | 98.81% | 98.81% |
13/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,645 CHF | 510,645 CHF | 99.13% | 99.13% |
10/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,821 CHF | 509,821 CHF | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,327 CHF | 510,327 CHF | 97.87% | 97.87% |
07/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,671 CHF | 505,671 CHF | 100.00% | 100.00% |
06/05/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,224 CHF | 505,224 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,552 CHF | 504,811 CHF | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,168 CHF | 504,168 CHF | 100.00% | 100.00% |