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 | 0.46% | 107.29 % | 107.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,420 CHF | 539,920 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 107.12 % | 107.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,078 CHF | 538,578 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 107.01 % | 107.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,614 CHF | 535,114 CHF | 98.54% | 98.54% |
13/05/2024 | 0.47% | 106.51 % | 107.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,589 CHF | 533,089 CHF | 87.03% | 87.03% |
10/05/2024 | 0.48% | 104.94 % | 105.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,028 CHF | 525,528 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 103.79 % | 104.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,803 CHF | 522,303 CHF | 100.00% | 100.00% |
07/05/2024 | 0.48% | 104.82 % | 105.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,862 CHF | 527,362 CHF | 98.86% | 98.86% |
06/05/2024 | 0.47% | 105.55 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,258 CHF | 528,758 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 104.98 % | 105.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,645 CHF | 527,145 CHF | 100.00% | 100.00% |
02/05/2024 | 0.47% | 105.27 % | 105.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,714 CHF | 529,214 CHF | 100.00% | 100.00% |