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 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,086 CHF | 506,086 CHF | 97.94% | 97.94% |
15/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,643 CHF | 502,643 CHF | 99.41% | 99.41% |
14/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,902 CHF | 501,902 CHF | 98.96% | 98.96% |
13/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,112 CHF | 506,112 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,220 CHF | 506,220 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,512 CHF | 499,512 CHF | 98.26% | 98.26% |
07/05/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,283 CHF | 499,283 CHF | 99.43% | 99.43% |
06/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,920 CHF | 505,920 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,886 CHF | 507,626 CHF | 100.00% | 100.00% |
02/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,998 CHF | 507,998 CHF | 100.00% | 100.00% |