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 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,732 CHF | 502,232 CHF | 98.74% | 98.74% |
15/05/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,518 CHF | 498,018 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 98.20 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,127 CHF | 495,627 CHF | 98.95% | 98.95% |
13/05/2024 | 0.30% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 499,997 | 492,188 CHF | 493,685 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,837 CHF | 499,337 CHF | 99.73% | 99.73% |
08/05/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,258 CHF | 507,758 CHF | 97.99% | 97.99% |
07/05/2024 | 0.29% | 103.80 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,409 CHF | 518,909 CHF | 99.52% | 99.52% |
06/05/2024 | 0.29% | 103.40 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,787 CHF | 519,287 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 102.80 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,470 CHF | 512,970 CHF | 99.53% | 99.53% |
02/05/2024 | 0.29% | 102.30 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,969 CHF | 513,469 CHF | 100.00% | 100.00% |