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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,974 CHF | 502,974 CHF | 100.00% | 100.00% |
16/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,013 CHF | 503,013 CHF | 99.72% | 99.72% |
15/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,223 CHF | 501,223 CHF | 99.42% | 99.42% |
14/05/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,639 CHF | 499,639 CHF | 98.96% | 98.96% |
13/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,806 CHF | 501,806 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,999 CHF | 501,999 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,594 CHF | 499,594 CHF | 98.03% | 98.03% |
07/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,408 CHF | 506,408 CHF | 99.46% | 99.46% |
06/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,319 CHF | 506,319 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,812 CHF | 504,553 CHF | 100.00% | 100.00% |