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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 498,367 | 498,367 | 499,861 CHF | 501,857 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 499,996 | 499,996 | 501,994 CHF | 502,994 CHF | 98.94% | 98.94% |
13/05/2024 | 0.20% | 100.30 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 502,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 100.30 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 502,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 100.30 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 502,500 CHF | 98.41% | 98.41% |
07/05/2024 | 0.20% | 100.30 % | 100.50 % | 500,000 | 500,000 | 499,790 | 499,790 | 501,289 CHF | 502,289 CHF | 99.61% | 99.61% |
06/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,831 CHF | 502,831 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 100.10 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,804 CHF | 502,545 CHF | 99.99% | 99.99% |
02/05/2024 | 0.20% | 100.20 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,995 CHF | 501,995 CHF | 100.00% | 100.00% |
30/04/2024 | 0.20% | 100.20 % | 100.40 % | 500,000 | 500,000 | 499,669 | 499,669 | 500,613 CHF | 501,613 CHF | 100.00% | 100.00% |