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 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,089 CHF | 501,589 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,231 CHF | 501,731 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,189 CHF | 501,689 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,937 CHF | 501,437 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,512 CHF | 501,012 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,547 CHF | 500,047 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,613 CHF | 499,113 CHF | 94.74% | 94.74% |
06/05/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,628 CHF | 498,128 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,329 CHF | 497,829 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,709 CHF | 498,209 CHF | 99.37% | 99.37% |