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 | - | 100.00 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.49% |
15/05/2024 | - | 100.10 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.42% |
14/05/2024 | - | 100.20 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.90% |
13/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,106 CHF | 100,521 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,664 CHF | 100,633 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,000 CHF | 100,500 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,017 CHF | 100,503 CHF | 99.43% | 99.43% |
06/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,993 CHF | 100,699 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,573 CHF | 503,814 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,889 CHF | 502,389 CHF | 100.00% | 100.00% |