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% | 101.01 % | 101.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,516 CHF | 508,016 CHF | 100.00% | 100.00% |
15/05/2024 | 0.50% | 100.61 % | 101.11 % | 500,000 | 500,000 | 500,000 | 499,993 | 501,682 CHF | 504,175 CHF | 100.00% | 100.00% |
14/05/2024 | 0.50% | 99.78 % | 100.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,677 CHF | 502,177 CHF | 99.98% | 99.98% |
13/05/2024 | 0.50% | 99.72 % | 100.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,118 CHF | 502,618 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.28 % | 100.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,113 CHF | 504,613 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 100.48 % | 100.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,908 CHF | 505,408 CHF | 97.37% | 97.37% |
07/05/2024 | 0.48% | 102.99 % | 103.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,480 CHF | 517,980 CHF | 100.00% | 100.00% |
06/05/2024 | 0.48% | 103.31 % | 103.81 % | 500,000 | 500,000 | 500,000 | 499,999 | 516,786 CHF | 519,285 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 102.64 % | 103.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,714 CHF | 514,214 CHF | 100.00% | 100.00% |
02/05/2024 | 0.49% | 102.03 % | 102.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,399 CHF | 512,899 CHF | 100.00% | 100.00% |