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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,306 CHF | 503,806 CHF | 98.94% | 98.94% |
13/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,309 CHF | 503,809 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,379 CHF | 503,879 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,458 CHF | 502,008 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,963 CHF | 499,509 CHF | 99.54% | 99.54% |
06/05/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,498 CHF | 497,998 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,316 CHF | 497,816 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,959 CHF | 496,459 CHF | 100.00% | 100.00% |
30/04/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,667 CHF | 498,167 CHF | 99.23% | 99.23% |
29/04/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,422 CHF | 497,922 CHF | 100.00% | 100.00% |