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 | 500,044 CHF | 504,044 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,205 CHF | 504,205 CHF | 99.04% | 99.04% |
13/05/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,618 CHF | 504,618 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,049 CHF | 505,049 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,407 CHF | 503,407 CHF | 98.26% | 98.26% |
07/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,160 CHF | 503,160 CHF | 99.42% | 99.42% |
06/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,704 CHF | 502,704 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,356 CHF | 503,097 CHF | 99.99% | 99.99% |
02/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,395 CHF | 501,395 CHF | 100.00% | 100.00% |
30/04/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,069 CHF | 501,069 CHF | 99.59% | 99.59% |