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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,497 CHF | 503,497 CHF | 100.00% | 100.00% |
16/05/2024 | 0.40% | 100.10 % | 100.50 % | 500,000 | 500,000 | 499,213 | 499,213 | 499,568 CHF | 501,565 CHF | 100.00% | 100.00% |
15/05/2024 | 0.20% | 100.30 % | 100.50 % | 500,000 | 500,000 | 498,308 | 498,308 | 499,020 CHF | 500,018 CHF | 99.99% | 99.99% |
14/05/2024 | 0.20% | 100.20 % | 100.40 % | 500,000 | 500,000 | 499,889 | 499,889 | 500,709 CHF | 501,709 CHF | 99.04% | 99.04% |
13/05/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,051 CHF | 502,051 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 100.10 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,498 CHF | 502,498 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 501,500 CHF | 98.26% | 98.26% |
07/05/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 499,810 | 499,810 | 500,330 CHF | 501,329 CHF | 99.63% | 99.63% |
06/05/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,076 CHF | 502,076 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,156 CHF | 501,897 CHF | 100.00% | 100.00% |