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 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 508,500 CHF | 100.00% | 100.00% |
16/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,042 CHF | 509,042 CHF | 99.61% | 99.61% |
15/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 507,500 CHF | 99.44% | 99.44% |
14/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,407 CHF | 507,407 CHF | 98.94% | 98.94% |
13/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,392 CHF | 508,392 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,496 CHF | 508,496 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,482 CHF | 507,482 CHF | 98.15% | 98.15% |
07/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,155 CHF | 507,155 CHF | 99.44% | 99.44% |
06/05/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,043 CHF | 507,043 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,521 CHF | 506,262 CHF | 100.00% | 100.00% |