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% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,590 CHF | 504,090 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.45 % | 100.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,612 CHF | 504,112 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,683 CHF | 504,183 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,477 CHF | 503,977 CHF | 98.82% | 98.82% |
10/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,073 CHF | 504,573 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,025 CHF | 503,525 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,116 CHF | 503,616 CHF | 97.38% | 97.38% |
06/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,411 CHF | 502,911 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,292 CHF | 502,792 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,321 CHF | 501,821 CHF | 99.35% | 99.35% |