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 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,393 CHF | 507,393 CHF | 99.51% | 99.51% |
15/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,331 CHF | 506,331 CHF | 99.43% | 99.43% |
14/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,877 CHF | 508,877 CHF | 98.95% | 98.95% |
13/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,317 CHF | 503,317 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,425 CHF | 502,425 CHF | 99.84% | 99.84% |
08/05/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,437 CHF | 497,437 CHF | 98.15% | 98.15% |
07/05/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 498,677 | 489,228 CHF | 492,922 CHF | 99.43% | 99.43% |
06/05/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,512 CHF | 494,512 CHF | 100.00% | 100.00% |
03/05/2024 | 0.87% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,179 CHF | 492,438 CHF | 100.00% | 100.00% |
02/05/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,248 CHF | 492,248 CHF | 100.00% | 100.00% |