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 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,581 CHF | 507,581 CHF | 97.91% | 97.91% |
15/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,581 CHF | 508,581 CHF | 99.43% | 99.43% |
14/05/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,957 CHF | 506,957 CHF | 98.93% | 98.93% |
13/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,444 CHF | 506,444 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,617 CHF | 506,617 CHF | 100.00% | 100.00% |
08/05/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,444 CHF | 507,444 CHF | 98.15% | 98.15% |
07/05/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,507 CHF | 507,507 CHF | 99.43% | 99.43% |
06/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,866 CHF | 505,866 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,296 CHF | 504,555 CHF | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,701 CHF | 504,701 CHF | 100.00% | 100.00% |