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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,007 CHF | 505,507 CHF | 99.36% | 99.36% |
22/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,124 CHF | 505,624 CHF | 99.38% | 99.38% |
21/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,260 CHF | 505,760 CHF | 99.24% | 99.24% |
17/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,292 CHF | 505,792 CHF | 99.36% | 99.36% |
16/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,468 CHF | 505,968 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,559 CHF | 506,059 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,703 CHF | 506,203 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,507 CHF | 506,007 CHF | 98.95% | 98.95% |
10/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,314 CHF | 505,814 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,936 CHF | 505,436 CHF | 99.36% | 99.36% |