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% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,227 CHF | 502,727 CHF | 99.50% | 99.50% |
15/05/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,144 CHF | 501,644 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,333 CHF | 501,833 CHF | 98.88% | 98.88% |
13/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,122 CHF | 501,622 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,756 CHF | 503,256 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,017 CHF | 500,517 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,492 CHF | 499,992 CHF | 99.44% | 99.44% |
06/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,021 CHF | 500,521 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,614 CHF | 501,854 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,706 CHF | 498,206 CHF | 100.00% | 100.00% |