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 | 0.80% | 99.35 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,843 CHF | 500,843 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 99.27 % | 100.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,040 CHF | 500,040 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 99.14 % | 99.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,577 CHF | 499,577 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 99.14 % | 99.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,742 CHF | 499,742 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.14 % | 99.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,170 CHF | 500,170 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.28 % | 100.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,390 CHF | 500,390 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.26 % | 100.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,958 CHF | 499,958 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.16 % | 99.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,837 CHF | 499,837 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.11 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,350 CHF | 499,350 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.03 % | 99.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,563 CHF | 499,563 CHF | 100.00% | 100.00% |