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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 CHF | 501,500 CHF | 99.37% | 99.37% |
16/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 CHF | 501,500 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,250 CHF | 501,750 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,289 CHF | 501,789 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,250 CHF | 500,750 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,235 CHF | 500,735 CHF | 99.38% | 99.38% |
08/05/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,250 CHF | 500,750 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,029 CHF | 500,529 CHF | 94.75% | 94.75% |
06/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,962 CHF | 500,462 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,599 CHF | 500,099 CHF | 99.38% | 99.38% |