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% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,272 CHF | 500,772 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,171 CHF | 500,671 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,094 CHF | 500,594 CHF | 99.36% | 99.36% |
13/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,676 CHF | 500,176 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,381 CHF | 500,881 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,654 CHF | 499,154 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,207 CHF | 498,707 CHF | 99.37% | 99.37% |
06/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,345 CHF | 498,845 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,412 CHF | 497,912 CHF | 99.36% | 99.36% |
02/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,068 CHF | 495,568 CHF | 99.38% | 99.38% |