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 | 0.78% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,645 CHF | 511,645 CHF | 99.51% | 99.51% |
15/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,901 CHF | 511,901 CHF | 99.43% | 99.43% |
14/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,754 CHF | 509,754 CHF | 98.90% | 98.90% |
13/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,803 CHF | 509,803 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,058 CHF | 510,058 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,594 CHF | 508,594 CHF | 98.01% | 98.01% |
07/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,759 CHF | 509,759 CHF | 99.42% | 99.42% |
06/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,499 CHF | 506,499 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,796 CHF | 504,796 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,942 CHF | 501,942 CHF | 100.00% | 100.00% |