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 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,238 CHF | 505,738 CHF | 99.62% | 99.62% |
15/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,000 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 506,000 CHF | 98.94% | 98.94% |
13/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,533 CHF | 506,033 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,465 CHF | 505,965 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 505,500 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,372 CHF | 505,872 CHF | 99.52% | 99.52% |
06/05/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,807 CHF | 505,307 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,575 CHF | 505,075 CHF | 99.98% | 99.98% |
02/05/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,121 CHF | 505,621 CHF | 100.00% | 100.00% |