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% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,587 CHF | 508,087 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,953 CHF | 509,453 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 101.45 % | 101.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,313 CHF | 508,813 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 101.20 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,687 CHF | 508,187 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,626 CHF | 506,126 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,510 CHF | 503,010 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,188 CHF | 499,688 CHF | 94.76% | 94.76% |
06/05/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,823 CHF | 497,323 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,508 CHF | 497,008 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,819 CHF | 498,319 CHF | 99.37% | 99.37% |