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 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,125 CHF | 500,125 CHF | 99.63% | 99.63% |
15/05/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,626 CHF | 498,626 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,932 CHF | 498,932 CHF | 98.95% | 98.95% |
13/05/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,153 CHF | 498,153 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,930 CHF | 498,930 CHF | 99.84% | 99.84% |
08/05/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,499 CHF | 497,499 CHF | 98.26% | 98.26% |
07/05/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,167 CHF | 496,167 CHF | 99.44% | 99.44% |
06/05/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,692 CHF | 495,692 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,297 CHF | 496,297 CHF | 100.00% | 100.00% |
02/05/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,158 CHF | 494,158 CHF | 100.00% | 100.00% |