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 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,601 CHF | 499,101 CHF | 99.49% | 99.49% |
15/05/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,034 CHF | 498,534 CHF | 99.42% | 99.42% |
14/05/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,308 CHF | 498,808 CHF | 98.89% | 98.89% |
13/05/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,701 CHF | 499,201 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,685 CHF | 501,185 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,659 CHF | 497,159 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,384 CHF | 496,884 CHF | 99.43% | 99.43% |
06/05/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,409 CHF | 496,909 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,321 CHF | 497,561 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,094 CHF | 493,594 CHF | 100.00% | 100.00% |