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% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,424 CHF | 512,924 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,135 CHF | 513,635 CHF | 99.38% | 99.38% |
14/05/2024 | 0.49% | 102.10 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,266 CHF | 512,766 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,133 CHF | 512,633 CHF | 98.82% | 98.82% |
10/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,732 CHF | 510,232 CHF | 99.38% | 99.38% |
08/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,081 CHF | 509,581 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,559 CHF | 510,059 CHF | 97.39% | 97.39% |
06/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,178 CHF | 509,678 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,974 CHF | 508,474 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,930 CHF | 509,430 CHF | 99.34% | 99.34% |