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 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 499,264 | 499,264 | 500,761 CHF | 502,759 CHF | 98.20% | 98.20% |
15/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 498,356 | 498,356 | 499,850 CHF | 501,845 CHF | 100.00% | 100.00% |
14/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 499,868 | 499,868 | 501,367 CHF | 503,367 CHF | 99.04% | 99.04% |
13/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 98.26% | 98.26% |
07/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 499,794 | 499,794 | 501,293 CHF | 503,292 CHF | 99.61% | 99.61% |
06/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 100.00% | 100.00% |
02/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,496 CHF | 503,496 CHF | 100.00% | 100.00% |