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% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,885 CHF | 502,385 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,972 CHF | 502,472 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,617 CHF | 502,117 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,729 CHF | 502,229 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,701 CHF | 502,201 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,758 CHF | 502,258 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,709 CHF | 502,209 CHF | 94.75% | 94.75% |
06/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,535 CHF | 502,035 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,186 CHF | 501,686 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,713 CHF | 501,213 CHF | 99.38% | 99.38% |