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% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,829 CHF | 505,329 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,378 CHF | 504,878 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,130 CHF | 503,630 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,250 CHF | 502,750 CHF | 98.95% | 98.95% |
10/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,511 CHF | 502,011 CHF | 99.38% | 99.38% |
08/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,424 CHF | 501,924 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,232 CHF | 499,732 CHF | 94.77% | 94.77% |
06/05/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,230 CHF | 490,730 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,348 CHF | 490,848 CHF | 99.37% | 99.37% |
02/05/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,079 CHF | 486,579 CHF | 99.38% | 99.38% |