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% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,307 CHF | 507,807 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,428 CHF | 506,928 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,986 CHF | 505,486 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,043 CHF | 504,543 CHF | 98.95% | 98.95% |
10/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,364 CHF | 503,864 CHF | 99.38% | 99.38% |
08/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,334 CHF | 503,834 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,217 CHF | 502,717 CHF | 94.78% | 94.78% |
06/05/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,124 CHF | 493,624 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,244 CHF | 494,744 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,436 CHF | 491,936 CHF | 99.38% | 99.38% |