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 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,426 CHF | 501,926 CHF | 99.73% | 99.73% |
15/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,220 CHF | 501,770 CHF | 99.44% | 99.44% |
14/05/2024 | 0.31% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,159 CHF | 501,709 CHF | 98.95% | 98.95% |
13/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,492 CHF | 501,992 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,762 CHF | 503,262 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,082 CHF | 500,632 CHF | 98.26% | 98.26% |
07/05/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,837 CHF | 500,383 CHF | 99.42% | 99.42% |
06/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,560 CHF | 501,060 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,235 CHF | 501,489 CHF | 99.99% | 99.99% |
02/05/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,433 CHF | 498,980 CHF | 100.00% | 100.00% |