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% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,375 CHF | 507,875 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,832 CHF | 509,332 CHF | 98.97% | 98.97% |
14/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,134 CHF | 508,634 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,368 CHF | 507,868 CHF | 98.82% | 98.82% |
10/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,480 CHF | 504,980 CHF | 99.21% | 99.21% |
08/05/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,723 CHF | 499,223 CHF | 99.05% | 99.05% |
07/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,960 CHF | 503,460 CHF | 97.38% | 97.38% |
06/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,505 CHF | 502,005 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,572 CHF | 502,072 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,581 CHF | 494,081 CHF | 99.34% | 99.34% |