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 | 0.20% | 100.90 % | 101.10 % | 500,000 | 500,000 | 499,258 | 499,258 | 503,757 CHF | 504,757 CHF | 100.00% | 100.00% |
15/05/2024 | 0.20% | 101.00 % | 101.20 % | 500,000 | 500,000 | 498,310 | 498,310 | 503,000 CHF | 503,999 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 101.00 % | 101.20 % | 500,000 | 500,000 | 499,998 | 499,998 | 504,592 CHF | 505,592 CHF | 98.94% | 98.94% |
13/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,363 CHF | 503,363 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,081 CHF | 503,081 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,969 CHF | 502,969 CHF | 98.41% | 98.41% |
07/05/2024 | 0.20% | 100.40 % | 100.60 % | 500,000 | 500,000 | 499,858 | 499,858 | 501,436 CHF | 502,435 CHF | 99.61% | 99.61% |
06/05/2024 | 0.40% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,214 CHF | 503,214 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 100.20 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,773 CHF | 502,513 CHF | 100.00% | 100.00% |
02/05/2024 | 0.20% | 100.10 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,828 CHF | 501,828 CHF | 99.17% | 99.17% |