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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,001 CHF | 509,501 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,921 CHF | 510,421 CHF | 99.49% | 99.49% |
15/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 CHF | 510,500 CHF | 99.43% | 99.43% |
14/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,076 CHF | 510,576 CHF | 98.90% | 98.90% |
13/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,778 CHF | 510,278 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,732 CHF | 510,232 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,956 CHF | 510,456 CHF | 98.15% | 98.15% |
07/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,351 CHF | 509,851 CHF | 99.50% | 99.50% |
06/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,285 CHF | 509,785 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,709 CHF | 509,209 CHF | 100.00% | 100.00% |