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% | 100.40 % | 100.60 % | 500,000 | 500,000 | 499,105 | 499,105 | 501,101 CHF | 502,100 CHF | 99.88% | 99.88% |
15/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 498,310 | 498,310 | 500,381 CHF | 501,380 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 499,882 | 499,882 | 501,882 CHF | 502,882 CHF | 99.03% | 99.03% |
13/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,000 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,000 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 499,991 | 499,991 | 501,604 CHF | 503,604 CHF | 98.11% | 98.11% |
07/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 499,922 | 499,922 | 502,324 CHF | 503,324 CHF | 99.57% | 99.57% |
06/05/2024 | 0.40% | 100.40 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 100.40 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,000 CHF | 100.00% | 100.00% |
02/05/2024 | 0.40% | 100.40 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 504,000 CHF | 100.00% | 100.00% |