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% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,505 CHF | 506,005 CHF | 99.61% | 99.61% |
15/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,036 CHF | 505,536 CHF | 99.43% | 99.43% |
14/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,711 CHF | 505,211 CHF | 98.92% | 98.92% |
13/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,570 CHF | 506,070 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,005 CHF | 505,505 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,284 CHF | 505,784 CHF | 98.15% | 98.15% |
07/05/2024 | 0.50% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,601 CHF | 505,101 CHF | 99.44% | 99.44% |
06/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,864 CHF | 504,364 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,744 CHF | 504,244 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,444 CHF | 503,944 CHF | 100.00% | 100.00% |