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 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,158 CHF | 506,158 CHF | 100.00% | 100.00% |
16/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,495 CHF | 507,495 CHF | 99.61% | 99.61% |
15/05/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,732 CHF | 509,732 CHF | 99.43% | 99.43% |
14/05/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,706 CHF | 506,706 CHF | 98.95% | 98.95% |
13/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,501 CHF | 501,501 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,889 CHF | 501,889 CHF | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,513 CHF | 505,513 CHF | 97.91% | 97.91% |
07/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,189 CHF | 507,189 CHF | 99.44% | 99.44% |
06/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,733 CHF | 509,733 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,722 CHF | 505,982 CHF | 100.00% | 100.00% |