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 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 CHF | 502,500 CHF | 98.03% | 98.03% |
15/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 CHF | 502,000 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 CHF | 502,000 CHF | 98.95% | 98.95% |
13/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 CHF | 502,500 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 CHF | 502,500 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 CHF | 502,000 CHF | 98.26% | 98.26% |
07/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,867 CHF | 501,867 CHF | 99.44% | 99.44% |
06/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 CHF | 502,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,016 CHF | 501,757 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,449 CHF | 501,449 CHF | 100.00% | 100.00% |