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% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,786 CHF | 521,786 CHF | 99.51% | 99.51% |
15/05/2024 | 0.77% | 103.90 % | 104.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,625 CHF | 522,625 CHF | 99.41% | 99.41% |
14/05/2024 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,295 CHF | 521,295 CHF | 98.96% | 98.96% |
13/05/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,143 CHF | 518,143 CHF | 100.00% | 100.00% |
10/05/2024 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,749 CHF | 518,749 CHF | 99.84% | 99.84% |
08/05/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,644 CHF | 514,644 CHF | 98.15% | 98.15% |
07/05/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,310 CHF | 516,310 CHF | 99.54% | 99.54% |
06/05/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,005 CHF | 511,005 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,878 CHF | 507,878 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,513 CHF | 500,513 CHF | 100.00% | 100.00% |