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 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,928 CHF | 510,428 CHF | 99.50% | 99.50% |
15/05/2024 | 0.49% | 101.70 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,162 CHF | 510,662 CHF | 99.42% | 99.42% |
14/05/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,437 CHF | 509,937 CHF | 98.89% | 98.89% |
13/05/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,421 CHF | 509,921 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,568 CHF | 510,068 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,458 CHF | 507,958 CHF | 98.15% | 98.15% |
07/05/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,793 CHF | 510,293 CHF | 99.54% | 99.54% |
06/05/2024 | 0.30% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,801 CHF | 508,301 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,504 CHF | 509,264 CHF | 100.00% | 100.00% |
02/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,510 CHF | 508,010 CHF | 99.99% | 99.99% |