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 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,713 CHF | 518,213 CHF | 100.00% | 100.00% |
16/05/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,749 CHF | 519,249 CHF | 99.73% | 99.73% |
15/05/2024 | 0.48% | 103.60 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,182 CHF | 519,682 CHF | 99.44% | 99.44% |
14/05/2024 | 0.48% | 103.40 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,642 CHF | 519,142 CHF | 98.95% | 98.95% |
13/05/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,707 CHF | 519,207 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,689 CHF | 519,189 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,762 CHF | 518,262 CHF | 98.26% | 98.26% |
07/05/2024 | 0.48% | 103.10 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,777 CHF | 517,277 CHF | 99.51% | 99.51% |
06/05/2024 | 0.48% | 103.00 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,770 CHF | 517,270 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,943 CHF | 516,443 CHF | 100.00% | 100.00% |