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 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,245 CHF | 499,745 CHF | 99.50% | 99.50% |
15/05/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,082 CHF | 500,582 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,613 CHF | 501,113 CHF | 98.93% | 98.93% |
13/05/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,642 CHF | 502,142 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,639 CHF | 502,139 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,640 CHF | 499,140 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,592 CHF | 499,092 CHF | 99.43% | 99.43% |
06/05/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,384 CHF | 497,884 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,205 CHF | 496,705 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,715 CHF | 493,215 CHF | 100.00% | 100.00% |