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% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,386 CHF | 504,886 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,909 CHF | 504,409 CHF | 98.97% | 98.97% |
14/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,230 CHF | 505,730 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,450 CHF | 505,950 CHF | 98.83% | 98.83% |
10/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,169 CHF | 504,669 CHF | 99.22% | 99.22% |
08/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,443 CHF | 501,943 CHF | 99.05% | 99.05% |
07/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,889 CHF | 503,389 CHF | 97.38% | 97.38% |
06/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,776 CHF | 502,276 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,132 CHF | 502,632 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,036 CHF | 497,536 CHF | 99.34% | 99.34% |