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% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,124 CHF | 501,624 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,918 CHF | 502,418 CHF | 99.37% | 99.37% |
14/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,082 CHF | 502,582 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,314 CHF | 502,814 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,724 CHF | 503,224 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,542 CHF | 503,042 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,955 CHF | 503,455 CHF | 99.37% | 99.37% |
06/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,332 CHF | 502,832 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,965 CHF | 502,465 CHF | 99.37% | 99.37% |
02/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,161 CHF | 501,661 CHF | 99.38% | 99.38% |