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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,929 CHF | 511,429 CHF | 99.38% | 99.38% |
28/05/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,480 CHF | 511,980 CHF | 99.37% | 99.37% |
27/05/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,044 CHF | 512,544 CHF | 99.38% | 99.38% |
24/05/2024 | 0.49% | 102.00 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,650 CHF | 512,150 CHF | 99.34% | 99.34% |
23/05/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,642 CHF | 512,142 CHF | 99.38% | 99.38% |
22/05/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,138 CHF | 512,638 CHF | 99.38% | 99.38% |
21/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,589 CHF | 513,089 CHF | 99.25% | 99.25% |
17/05/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,418 CHF | 510,918 CHF | 99.37% | 99.37% |
16/05/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,946 CHF | 511,446 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,173 CHF | 512,673 CHF | 98.35% | 98.35% |