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 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,926 CHF | 503,476 CHF | 99.50% | 99.50% |
15/05/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,550 CHF | 99.43% | 99.43% |
14/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,132 CHF | 503,632 CHF | 98.90% | 98.90% |
13/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 503,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,067 CHF | 503,567 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,050 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,046 CHF | 99.55% | 99.55% |
06/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,444 CHF | 503,944 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,047 CHF | 503,301 CHF | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,004 CHF | 502,550 CHF | 100.00% | 100.00% |