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 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,510 CHF | 502,060 CHF | 99.49% | 99.49% |
15/05/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,124 CHF | 499,674 CHF | 99.42% | 99.42% |
14/05/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,368 CHF | 496,918 CHF | 98.89% | 98.89% |
13/05/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,510 CHF | 499,060 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,479 CHF | 493,029 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 97.50 % | 97.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,845 CHF | 489,395 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,727 CHF | 494,273 CHF | 97.94% | 97.94% |
06/05/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,885 CHF | 493,435 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,047 CHF | 492,589 CHF | 99.99% | 99.99% |
02/05/2024 | 0.31% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,182 CHF | 492,729 CHF | 100.00% | 100.00% |