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% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,457 CHF | 500,957 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,551 CHF | 501,051 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,725 CHF | 501,225 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,914 CHF | 501,414 CHF | 98.64% | 98.64% |
10/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,124 CHF | 501,624 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,941 CHF | 501,441 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,257 CHF | 501,757 CHF | 99.38% | 99.38% |
06/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,919 CHF | 501,419 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,609 CHF | 501,109 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,315 CHF | 500,815 CHF | 99.38% | 99.38% |