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 | 499,653 CHF | 502,153 CHF | 99.61% | 99.61% |
15/05/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,414 CHF | 500,914 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,594 CHF | 501,094 CHF | 98.94% | 98.94% |
13/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,323 CHF | 500,823 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,393 CHF | 501,893 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,842 CHF | 500,342 CHF | 98.26% | 98.26% |
07/05/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,681 CHF | 500,181 CHF | 99.44% | 99.44% |
06/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,205 CHF | 500,705 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,171 CHF | 501,411 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,783 CHF | 498,283 CHF | 100.00% | 100.00% |