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% | 99.70 % | 99.90 % | 500,000 | 500,000 | 499,244 | 499,244 | 498,126 CHF | 499,126 CHF | 100.00% | 100.00% |
15/05/2024 | 0.20% | 99.70 % | 99.90 % | 500,000 | 500,000 | 498,360 | 498,360 | 496,181 CHF | 497,180 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 99.00 % | 99.20 % | 500,000 | 500,000 | 499,880 | 499,880 | 495,422 CHF | 496,422 CHF | 99.02% | 99.02% |
13/05/2024 | 0.20% | 99.10 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,946 CHF | 496,946 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 99.30 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,967 CHF | 497,967 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 99.20 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,146 CHF | 497,146 CHF | 98.26% | 98.26% |
07/05/2024 | 0.20% | 99.10 % | 99.30 % | 500,000 | 500,000 | 499,903 | 499,903 | 494,953 CHF | 495,953 CHF | 99.55% | 99.55% |
06/05/2024 | 0.40% | 98.80 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,502 CHF | 496,502 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 98.90 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,661 CHF | 496,402 CHF | 99.99% | 99.99% |
02/05/2024 | 0.20% | 98.70 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,253 CHF | 495,253 CHF | 100.00% | 100.00% |