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 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,542 CHF | 510,542 CHF | 99.61% | 99.61% |
15/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,214 CHF | 510,214 CHF | 99.44% | 99.44% |
14/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,104 CHF | 509,104 CHF | 98.95% | 98.95% |
13/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,835 CHF | 509,835 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,715 CHF | 508,715 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,515 CHF | 506,515 CHF | 98.15% | 98.15% |
07/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 497,806 | 504,454 CHF | 506,228 CHF | 99.45% | 99.45% |
06/05/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,721 CHF | 504,721 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,264 CHF | 503,005 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,583 CHF | 501,583 CHF | 100.00% | 100.00% |