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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.50% | 100.21 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,308 CHF | 502,808 CHF | 97.25% | 97.25% |
21/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,278 CHF | 502,778 CHF | 100.00% | 100.00% |
17/05/2024 | 0.50% | 100.42 % | 100.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,882 CHF | 505,382 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 100.74 % | 101.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,280 CHF | 506,780 CHF | 100.00% | 100.00% |
15/05/2024 | 0.50% | 100.97 % | 101.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,923 CHF | 505,423 CHF | 100.00% | 100.00% |
14/05/2024 | 0.50% | 99.58 % | 100.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,120 CHF | 500,620 CHF | 99.97% | 99.97% |
13/05/2024 | 0.50% | 99.13 % | 99.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,552 CHF | 499,052 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 99.42 % | 99.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,419 CHF | 499,919 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 99.19 % | 99.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,885 CHF | 498,385 CHF | 100.00% | 100.00% |
07/05/2024 | 0.51% | 98.91 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,739 CHF | 496,239 CHF | 100.00% | 100.00% |