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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,372 CHF | 504,372 CHF | 99.44% | 99.44% |
14/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,501 CHF | 504,501 CHF | 98.95% | 98.95% |
13/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 505,000 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,078 CHF | 505,078 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,495 CHF | 503,495 CHF | 98.01% | 98.01% |
07/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,423 CHF | 503,423 CHF | 99.43% | 99.43% |
06/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,974 CHF | 503,974 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,824 CHF | 502,824 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,285 CHF | 501,285 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,312 CHF | 502,312 CHF | 99.24% | 99.24% |