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% | 100.20 % | 100.40 % | 500,000 | 500,000 | 499,207 | 499,207 | 500,153 CHF | 501,152 CHF | 99.56% | 99.56% |
15/05/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 498,359 | 498,359 | 499,007 CHF | 500,005 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 499,889 | 499,889 | 500,373 CHF | 501,373 CHF | 99.03% | 99.03% |
13/05/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,234 CHF | 501,234 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 100.00 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,247 CHF | 501,247 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 99.90 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,462 CHF | 500,462 CHF | 98.11% | 98.11% |
07/05/2024 | 0.20% | 99.90 % | 100.10 % | 500,000 | 500,000 | 499,919 | 499,919 | 499,626 CHF | 500,625 CHF | 99.48% | 99.48% |
06/05/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,475 CHF | 500,475 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 99.30 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,898 CHF | 499,639 CHF | 99.99% | 99.99% |
02/05/2024 | 0.20% | 99.40 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,040 CHF | 498,040 CHF | 100.00% | 100.00% |