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 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,846 CHF | 504,846 CHF | 99.61% | 99.61% |
15/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,183 CHF | 505,183 CHF | 99.43% | 99.43% |
14/05/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,363 CHF | 504,363 CHF | 98.95% | 98.95% |
13/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,005 CHF | 504,005 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,090 CHF | 502,090 CHF | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,075 CHF | 503,075 CHF | 98.15% | 98.15% |
07/05/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,552 CHF | 497,552 CHF | 100.00% | 100.00% |
06/05/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,551 CHF | 497,551 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,181 CHF | 497,440 CHF | 100.00% | 100.00% |
02/05/2024 | 1.01% | 98.30 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,498 CHF | 496,498 CHF | 100.00% | 100.00% |