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 | 507,943 CHF | 512,943 CHF | 99.61% | 99.61% |
15/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,181 CHF | 512,181 CHF | 99.44% | 99.44% |
14/05/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,324 CHF | 511,324 CHF | 98.93% | 98.93% |
13/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,836 CHF | 511,836 CHF | 100.00% | 100.00% |
10/05/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,132 CHF | 512,132 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,823 CHF | 510,823 CHF | 98.15% | 98.15% |
07/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,829 CHF | 509,829 CHF | 99.55% | 99.55% |
06/05/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,862 CHF | 509,862 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,531 CHF | 509,272 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,404 CHF | 507,404 CHF | 100.00% | 100.00% |