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 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,319 CHF | 508,819 CHF | 99.51% | 99.51% |
15/05/2024 | 0.49% | 101.50 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,354 CHF | 509,854 CHF | 99.43% | 99.43% |
14/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,603 CHF | 508,103 CHF | 98.90% | 98.90% |
13/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,418 CHF | 507,918 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,710 CHF | 508,210 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,284 CHF | 508,784 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 101.30 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,992 CHF | 507,538 CHF | 99.43% | 99.43% |
06/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,593 CHF | 507,093 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,365 CHF | 506,865 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,992 CHF | 505,492 CHF | 100.00% | 100.00% |