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 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 499,464 | 499,464 | 500,962 CHF | 502,961 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 498,332 | 498,332 | 499,826 CHF | 501,821 CHF | 98.61% | 98.61% |
14/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 499,998 | 499,998 | 501,498 CHF | 503,498 CHF | 98.85% | 98.85% |
13/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 99.66% | 99.66% |
10/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,500 CHF | 97.42% | 97.42% |
07/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 499,924 | 499,924 | 501,180 CHF | 503,180 CHF | 99.78% | 99.78% |
06/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 503,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 100.10 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,596 CHF | 502,596 CHF | 99.83% | 99.83% |
02/05/2024 | 0.40% | 100.10 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 502,500 CHF | 100.00% | 100.00% |