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 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,759 CHF | 509,259 CHF | 100.00% | 100.00% |
16/05/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,829 CHF | 510,329 CHF | 99.50% | 99.50% |
15/05/2024 | 0.29% | 101.70 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,362 CHF | 509,862 CHF | 99.44% | 99.44% |
14/05/2024 | 0.29% | 102.10 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,246 CHF | 511,746 CHF | 98.78% | 98.78% |
13/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,756 CHF | 506,256 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,635 CHF | 506,135 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,772 CHF | 505,272 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,398 CHF | 504,898 CHF | 99.42% | 99.42% |
06/05/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,822 CHF | 505,322 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,021 CHF | 505,521 CHF | 100.00% | 100.00% |