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 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,391 CHF | 508,941 CHF | 99.73% | 99.73% |
15/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,420 CHF | 508,920 CHF | 99.43% | 99.43% |
14/05/2024 | 0.49% | 101.30 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,085 CHF | 508,585 CHF | 98.94% | 98.94% |
13/05/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,226 CHF | 507,776 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 101.40 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,385 CHF | 507,935 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,347 CHF | 505,897 CHF | 98.26% | 98.26% |
07/05/2024 | 0.30% | 101.10 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,415 CHF | 507,961 CHF | 99.43% | 99.43% |
06/05/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,497 CHF | 506,047 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,510 CHF | 506,299 CHF | 99.99% | 99.99% |
02/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,204 CHF | 505,704 CHF | 100.00% | 100.00% |