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 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,759 CHF | 506,309 CHF | 100.00% | 100.00% |
16/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,827 CHF | 507,377 CHF | 99.60% | 99.60% |
15/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,301 CHF | 506,851 CHF | 99.43% | 99.43% |
14/05/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,214 CHF | 508,764 CHF | 98.82% | 98.82% |
13/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,631 CHF | 503,181 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,516 CHF | 503,066 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,590 CHF | 502,140 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,211 CHF | 501,757 CHF | 99.42% | 99.42% |
06/05/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,624 CHF | 502,174 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,796 CHF | 502,339 CHF | 100.00% | 100.00% |