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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,475 CHF | 502,475 CHF | 99.51% | 99.51% |
15/05/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,326 CHF | 513,326 CHF | 99.43% | 99.43% |
14/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,572 CHF | 512,572 CHF | 98.91% | 98.91% |
13/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,541 CHF | 512,541 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,057 CHF | 511,057 CHF | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,964 CHF | 505,964 CHF | 98.01% | 98.01% |
07/05/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,125 CHF | 506,125 CHF | 99.43% | 99.43% |
06/05/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,066 CHF | 499,066 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,619 CHF | 497,619 CHF | 100.00% | 100.00% |
02/05/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,263 CHF | 494,263 CHF | 99.99% | 99.99% |