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 | 0.20% | 100.30 % | 100.50 % | 500,000 | 500,000 | 499,250 | 499,250 | 500,751 CHF | 501,750 CHF | 100.00% | 100.00% |
15/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 498,305 | 498,305 | 500,138 CHF | 501,136 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 499,986 | 499,986 | 501,735 CHF | 502,735 CHF | 98.95% | 98.95% |
13/05/2024 | 0.20% | 100.00 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,164 CHF | 501,164 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 100.00 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,999 CHF | 500,999 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 99.90 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,841 CHF | 500,841 CHF | 98.26% | 98.26% |
07/05/2024 | 0.20% | 100.00 % | 100.20 % | 500,000 | 500,000 | 499,907 | 499,907 | 499,461 CHF | 500,461 CHF | 99.48% | 99.48% |
06/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,930 CHF | 500,930 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,323 CHF | 500,064 CHF | 99.95% | 99.95% |
02/05/2024 | 0.20% | 99.60 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,382 CHF | 499,382 CHF | 99.17% | 99.17% |