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% | 99.90 % | 100.30 % | 500,000 | 500,000 | 499,461 | 499,461 | 498,962 CHF | 500,960 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 498,331 | 498,331 | 497,832 CHF | 499,827 CHF | 98.61% | 98.61% |
14/05/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 499,998 | 499,998 | 499,498 CHF | 501,498 CHF | 98.85% | 98.85% |
13/05/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 CHF | 501,500 CHF | 99.66% | 99.66% |
10/05/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 CHF | 501,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 CHF | 501,500 CHF | 97.42% | 97.42% |
07/05/2024 | 0.40% | 99.90 % | 100.30 % | 500,000 | 500,000 | 499,924 | 499,924 | 499,376 CHF | 501,376 CHF | 99.78% | 99.78% |
06/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 CHF | 501,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,645 CHF | 500,645 CHF | 99.82% | 99.82% |
02/05/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,537 CHF | 500,537 CHF | 100.00% | 100.00% |