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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,911 CHF | 511,911 CHF | 100.00% | 100.00% |
23/05/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,784 CHF | 514,797 CHF | 100.00% | 100.00% |
22/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,513 CHF | 508,513 CHF | 100.00% | 100.00% |
21/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,169 CHF | 508,169 CHF | 97.17% | 97.17% |
17/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,744 CHF | 506,744 CHF | 100.00% | 100.00% |
16/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,069 CHF | 508,069 CHF | 99.50% | 99.50% |
15/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,214 CHF | 505,214 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,166 CHF | 502,166 CHF | 98.89% | 98.89% |
13/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,780 CHF | 501,780 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,519 CHF | 503,519 CHF | 100.00% | 100.00% |