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% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,408 CHF | 518,408 CHF | 99.51% | 99.51% |
15/05/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,620 CHF | 518,620 CHF | 99.43% | 99.43% |
14/05/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,976 CHF | 517,976 CHF | 98.95% | 98.95% |
13/05/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,040 CHF | 519,040 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,984 CHF | 517,984 CHF | 99.84% | 99.84% |
08/05/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,827 CHF | 517,827 CHF | 98.01% | 98.01% |
07/05/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,200 CHF | 520,200 CHF | 99.44% | 99.44% |
06/05/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,984 CHF | 514,984 CHF | 100.00% | 100.00% |
03/05/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,155 CHF | 513,155 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,907 CHF | 509,907 CHF | 100.00% | 100.00% |