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 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 503,000 CHF | 100.00% | 100.00% |
28/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,297 CHF | 503,297 CHF | 100.00% | 100.00% |
27/05/2024 | 0.42% | 100.20 % | 100.60 % | 500,000 | 500,000 | 492,194 | 492,194 | 493,174 CHF | 495,152 CHF | 99.27% | 99.27% |
24/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 503,000 CHF | 100.00% | 100.00% |
23/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,392 CHF | 503,392 CHF | 100.00% | 100.00% |
22/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 100.00% | 100.00% |
21/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 498,340 | 498,340 | 499,834 CHF | 501,829 CHF | 96.59% | 96.59% |
17/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 100.00% | 100.00% |
16/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 499,464 | 499,464 | 500,962 CHF | 502,961 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 498,332 | 498,332 | 499,826 CHF | 501,821 CHF | 98.61% | 98.61% |