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 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,756 CHF | 502,256 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,000 CHF | 98.94% | 98.94% |
13/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,000 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,000 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,000 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,600 CHF | 503,100 CHF | 99.44% | 99.44% |
06/05/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,775 CHF | 501,275 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,043 CHF | 501,543 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,876 CHF | 501,376 CHF | 100.00% | 100.00% |
30/04/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 501,500 CHF | 99.22% | 99.22% |