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 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,126 CHF | 498,626 CHF | 100.00% | 100.00% |
28/05/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,086 CHF | 501,586 CHF | 100.00% | 100.00% |
27/05/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,113 CHF | 501,613 CHF | 97.58% | 97.58% |
24/05/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,587 CHF | 500,087 CHF | 100.00% | 100.00% |
23/05/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,352 CHF | 502,865 CHF | 100.00% | 100.00% |
22/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,689 CHF | 502,189 CHF | 100.00% | 100.00% |
21/05/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,957 CHF | 501,457 CHF | 96.67% | 96.67% |
17/05/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,414 CHF | 501,914 CHF | 100.00% | 100.00% |
16/05/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,459 CHF | 503,959 CHF | 99.49% | 99.49% |
15/05/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,151 CHF | 503,651 CHF | 99.43% | 99.43% |