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% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,471 CHF | 503,971 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,910 CHF | 504,410 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,771 CHF | 504,271 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,745 CHF | 504,245 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,134 CHF | 503,634 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,555 CHF | 503,055 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,708 CHF | 502,208 CHF | 94.75% | 94.75% |
06/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,042 CHF | 501,542 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,913 CHF | 501,413 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,141 CHF | 501,641 CHF | 99.37% | 99.37% |