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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,980 CHF | 509,480 CHF | 99.38% | 99.38% |
28/05/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,089 CHF | 511,589 CHF | 99.38% | 99.38% |
27/05/2024 | 0.49% | 101.90 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,502 CHF | 512,002 CHF | 98.92% | 98.92% |
24/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,125 CHF | 509,625 CHF | 99.37% | 99.37% |
23/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,805 CHF | 509,305 CHF | 99.38% | 99.38% |
22/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,379 CHF | 506,879 CHF | 99.23% | 99.23% |
21/05/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,383 CHF | 489,883 CHF | 99.28% | 99.28% |
17/05/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,809 CHF | 485,309 CHF | 99.22% | 99.22% |
16/05/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,455 CHF | 486,955 CHF | 99.37% | 99.37% |
15/05/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,747 CHF | 484,247 CHF | 99.38% | 99.38% |