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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,276 CHF | 506,776 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,950 CHF | 505,450 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,087 CHF | 505,587 CHF | 98.95% | 98.95% |
10/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,997 CHF | 505,497 CHF | 99.38% | 99.38% |
08/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,078 CHF | 505,578 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,388 CHF | 504,888 CHF | 94.78% | 94.78% |
06/05/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,481 CHF | 498,981 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,159 CHF | 496,659 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,002 CHF | 493,502 CHF | 99.38% | 99.38% |
30/04/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,768 CHF | 495,268 CHF | 99.38% | 99.38% |