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% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,390 CHF | 503,890 CHF | 99.63% | 99.63% |
15/05/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,404 CHF | 505,904 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,196 CHF | 506,696 CHF | 98.93% | 98.93% |
13/05/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,998 CHF | 506,498 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,061 CHF | 505,561 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,465 CHF | 502,965 CHF | 98.26% | 98.26% |
07/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,010 CHF | 502,510 CHF | 99.44% | 99.44% |
06/05/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,416 CHF | 501,916 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,613 CHF | 500,113 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,022 CHF | 495,522 CHF | 100.00% | 100.00% |