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 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,627 CHF | 506,627 CHF | 99.43% | 99.43% |
14/05/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,387 CHF | 507,387 CHF | 98.96% | 98.96% |
13/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,119 CHF | 506,119 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,782 CHF | 505,782 CHF | 99.84% | 99.84% |
08/05/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,976 CHF | 504,976 CHF | 98.26% | 98.26% |
07/05/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,026 CHF | 504,026 CHF | 99.45% | 99.45% |
06/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,780 CHF | 502,780 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,093 CHF | 503,353 CHF | 100.00% | 100.00% |
02/05/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,875 CHF | 499,875 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,442 CHF | 500,442 CHF | 99.59% | 99.59% |