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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,123 CHF | 503,123 CHF | 99.73% | 99.73% |
15/05/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,402 CHF | 516,402 CHF | 99.43% | 99.43% |
14/05/2024 | 0.98% | 102.00 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,168 CHF | 515,168 CHF | 98.94% | 98.94% |
13/05/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 CHF | 511,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,606 CHF | 510,606 CHF | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,728 CHF | 509,728 CHF | 98.26% | 98.26% |
07/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,212 CHF | 508,212 CHF | 99.44% | 99.44% |
06/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,127 CHF | 506,127 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,520 CHF | 505,780 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,556 CHF | 505,556 CHF | 100.00% | 100.00% |