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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,443 CHF | 506,005 CHF | 100.00% | 100.00% |
22/05/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,632 CHF | 506,132 CHF | 100.00% | 100.00% |
21/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,139 CHF | 505,689 CHF | 97.18% | 97.18% |
17/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,415 CHF | 505,915 CHF | 100.00% | 100.00% |
16/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,488 CHF | 506,038 CHF | 99.61% | 99.61% |
15/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,768 CHF | 506,318 CHF | 99.43% | 99.43% |
14/05/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,649 CHF | 506,149 CHF | 98.93% | 98.93% |
13/05/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,277 CHF | 506,777 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,104 CHF | 506,604 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,365 CHF | 505,915 CHF | 98.15% | 98.15% |