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 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,367 CHF | 505,367 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,790 CHF | 503,790 CHF | 97.91% | 97.91% |
15/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,368 CHF | 500,368 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,223 CHF | 500,223 CHF | 98.95% | 98.95% |
13/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,551 CHF | 506,551 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,181 CHF | 505,181 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,058 CHF | 506,058 CHF | 98.03% | 98.03% |
07/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,599 CHF | 503,599 CHF | 99.43% | 99.43% |
06/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,379 CHF | 503,379 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,411 CHF | 501,411 CHF | 100.00% | 100.00% |