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% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,460 CHF | 501,960 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,825 CHF | 501,325 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,831 CHF | 501,331 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,514 CHF | 502,014 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,532 CHF | 502,032 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,044 CHF | 501,544 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,744 CHF | 501,244 CHF | 99.38% | 99.38% |
06/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,404 CHF | 500,904 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,825 CHF | 500,325 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,471 CHF | 499,971 CHF | 99.38% | 99.38% |