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 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 499,422 | 499,422 | 496,184 CHF | 500,182 CHF | 100.00% | 100.00% |
28/05/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 499,745 | 499,745 | 499,451 CHF | 504,450 CHF | 100.00% | 100.00% |
27/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,875 CHF | 507,875 CHF | 97.57% | 97.57% |
24/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 499,981 | 499,981 | 504,294 CHF | 508,294 CHF | 100.00% | 100.00% |
23/05/2024 | 0.80% | 101.60 % | 102.40 % | 500,000 | 500,000 | 490,988 | 490,988 | 498,179 CHF | 502,157 CHF | 98.66% | 98.66% |
22/05/2024 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 498,583 | 498,583 | 508,426 CHF | 513,418 CHF | 100.00% | 100.00% |
21/05/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 499,890 | 499,890 | 508,138 CHF | 513,138 CHF | 97.67% | 97.67% |
17/05/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 497,972 | 497,972 | 508,973 CHF | 512,965 CHF | 100.00% | 100.00% |
16/05/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 499,158 | 499,158 | 510,857 CHF | 514,854 CHF | 99.64% | 99.64% |
15/05/2024 | 0.98% | 102.00 % | 103.00 % | 500,000 | 500,000 | 495,789 | 495,789 | 506,677 CHF | 511,652 CHF | 99.43% | 99.43% |