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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,208 CHF | 507,758 CHF | 99.43% | 99.43% |
14/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,200 CHF | 505,750 CHF | 98.95% | 98.95% |
13/05/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,123 CHF | 505,673 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,916 CHF | 505,466 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,460 CHF | 507,010 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,316 CHF | 506,862 CHF | 99.43% | 99.43% |
06/05/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,301 CHF | 502,851 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,745 CHF | 501,287 CHF | 99.98% | 99.98% |
02/05/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,089 CHF | 498,636 CHF | 100.00% | 100.00% |
30/04/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,317 CHF | 499,867 CHF | 99.22% | 99.22% |