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 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,523 CHF | 508,523 CHF | 100.00% | 100.00% |
16/05/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,731 CHF | 504,731 CHF | 99.72% | 99.72% |
15/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,118 CHF | 503,118 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,932 CHF | 503,932 CHF | 98.96% | 98.96% |
13/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,101 CHF | 508,101 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,402 CHF | 508,402 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 CHF | 501,000 CHF | 98.26% | 98.26% |
07/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,050 CHF | 501,050 CHF | 99.43% | 99.43% |
06/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,336 CHF | 509,336 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,796 CHF | 508,536 CHF | 100.00% | 100.00% |