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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,582 CHF | 519,082 CHF | 99.37% | 99.37% |
21/05/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,046 CHF | 519,546 CHF | 99.24% | 99.24% |
17/05/2024 | 0.48% | 103.30 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,291 CHF | 518,791 CHF | 99.37% | 99.37% |
16/05/2024 | 0.48% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,220 CHF | 519,720 CHF | 99.38% | 99.38% |
15/05/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,002 CHF | 519,502 CHF | 98.36% | 98.36% |
14/05/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,374 CHF | 517,874 CHF | 99.37% | 99.37% |
13/05/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,800 CHF | 518,300 CHF | 98.94% | 98.94% |
10/05/2024 | 0.48% | 103.20 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,093 CHF | 518,593 CHF | 99.38% | 99.38% |
08/05/2024 | 0.48% | 103.15 % | 103.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,671 CHF | 518,171 CHF | 99.37% | 99.37% |
07/05/2024 | 0.48% | 103.05 % | 103.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,843 CHF | 517,343 CHF | 94.77% | 94.77% |