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% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 99.28% | 99.28% |
15/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 99.44% | 99.44% |
14/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 98.95% | 98.95% |
13/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,550 CHF | 98.11% | 98.11% |
07/05/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,256 CHF | 505,802 CHF | 99.43% | 99.43% |
06/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 506,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,630 CHF | 505,883 CHF | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,547 CHF | 100.00% | 100.00% |