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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 508,000 CHF | 98.28% | 98.28% |
14/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,808 CHF | 507,808 CHF | 98.93% | 98.93% |
13/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 508,000 CHF | 99.66% | 99.66% |
10/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 507,500 CHF | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 CHF | 508,000 CHF | 97.42% | 97.42% |
07/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,344 CHF | 508,344 CHF | 99.68% | 99.68% |
06/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,528 CHF | 506,528 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,119 CHF | 506,378 CHF | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,815 CHF | 506,815 CHF | 98.11% | 98.11% |
30/04/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,494 CHF | 506,494 CHF | 99.59% | 99.59% |