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 | 499,461 | 499,461 | 500,959 CHF | 502,958 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 100.30 % | 100.70 % | 500,000 | 500,000 | 498,332 | 498,332 | 499,816 CHF | 501,812 CHF | 98.61% | 98.61% |
14/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 499,997 | 499,997 | 501,405 CHF | 503,405 CHF | 98.86% | 98.86% |
13/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,304 CHF | 503,304 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% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,117 CHF | 503,117 CHF | 97.42% | 97.42% |
07/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 499,863 | 499,863 | 500,863 CHF | 502,862 CHF | 99.77% | 99.77% |
06/05/2024 | 0.40% | 100.10 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,771 CHF | 502,771 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 100.10 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,439 CHF | 502,439 CHF | 99.83% | 99.83% |
02/05/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,089 CHF | 502,089 CHF | 100.00% | 100.00% |