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 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,878 CHF | 516,378 CHF | 99.37% | 99.37% |
21/05/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,401 CHF | 516,901 CHF | 99.24% | 99.24% |
17/05/2024 | 0.49% | 102.75 % | 103.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,528 CHF | 516,028 CHF | 99.37% | 99.37% |
16/05/2024 | 0.48% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,509 CHF | 517,009 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,178 CHF | 516,678 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,379 CHF | 514,879 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,817 CHF | 515,317 CHF | 98.94% | 98.94% |
10/05/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,156 CHF | 515,656 CHF | 99.38% | 99.38% |
08/05/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,665 CHF | 515,165 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,743 CHF | 514,243 CHF | 94.75% | 94.75% |