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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,005 CHF | 497,505 CHF | 99.37% | 99.37% |
28/05/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,356 CHF | 497,856 CHF | 99.37% | 99.37% |
27/05/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,660 CHF | 498,160 CHF | 99.37% | 99.37% |
24/05/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,141 CHF | 498,641 CHF | 99.35% | 99.35% |
23/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,364 CHF | 500,864 CHF | 99.38% | 99.38% |
22/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,847 CHF | 500,347 CHF | 99.37% | 99.37% |
21/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,118 CHF | 502,618 CHF | 99.24% | 99.24% |
17/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,184 CHF | 502,684 CHF | 99.37% | 99.37% |
16/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,264 CHF | 501,764 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,940 CHF | 494,440 CHF | 98.35% | 98.35% |