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 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,096 CHF | 503,096 CHF | 99.49% | 99.49% |
15/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,795 CHF | 501,795 CHF | 99.42% | 99.42% |
14/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,749 CHF | 501,749 CHF | 98.90% | 98.90% |
13/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,381 CHF | 501,381 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,965 CHF | 502,965 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,610 CHF | 499,610 CHF | 98.15% | 98.15% |
07/05/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,820 CHF | 498,820 CHF | 99.44% | 99.44% |
06/05/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 499,637 | 494,265 CHF | 498,902 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,582 CHF | 500,323 CHF | 99.99% | 99.99% |
02/05/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,032 CHF | 496,032 CHF | 100.00% | 100.00% |