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 | 0.83% | 100.00 % | 101.70 % | 50,000 | 50,000 | 481,301 | 481,301 | 481,149 CHF | 485,018 CHF | 99.60% | 99.60% |
15/05/2024 | 0.83% | 100.00 % | 101.70 % | 50,000 | 50,000 | 481,219 | 481,219 | 480,917 CHF | 484,786 CHF | 99.42% | 99.42% |
14/05/2024 | 0.83% | 100.00 % | 101.70 % | 50,000 | 50,000 | 481,199 | 481,199 | 480,928 CHF | 484,797 CHF | 99.03% | 99.03% |
13/05/2024 | 0.83% | 99.90 % | 101.60 % | 50,000 | 50,000 | 481,321 | 481,321 | 481,018 CHF | 484,888 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 99.80 % | 101.50 % | 50,000 | 50,000 | 481,350 | 481,350 | 479,833 CHF | 483,702 CHF | 99.84% | 99.84% |
08/05/2024 | 0.84% | 99.40 % | 101.10 % | 50,000 | 50,000 | 480,959 | 480,959 | 478,743 CHF | 482,610 CHF | 98.13% | 98.13% |
07/05/2024 | 0.85% | 98.60 % | 100.30 % | 50,000 | 50,000 | 481,317 | 481,317 | 473,814 CHF | 477,683 CHF | 99.44% | 99.44% |
06/05/2024 | 0.85% | 98.50 % | 100.20 % | 50,000 | 50,000 | 481,400 | 481,400 | 474,687 CHF | 478,556 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 98.20 % | 99.90 % | 50,000 | 50,000 | 481,345 | 481,345 | 473,641 CHF | 477,511 CHF | 100.00% | 100.00% |
02/05/2024 | 0.85% | 98.00 % | 99.70 % | 50,000 | 50,000 | 481,379 | 481,379 | 472,167 CHF | 476,037 CHF | 100.00% | 100.00% |