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 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,489 CHF | 502,039 CHF | 99.64% | 99.64% |
15/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,394 CHF | 502,944 CHF | 99.44% | 99.44% |
14/05/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,701 CHF | 503,251 CHF | 98.93% | 98.93% |
13/05/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,135 CHF | 502,685 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,090 CHF | 501,640 CHF | 99.99% | 99.99% |
08/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,926 CHF | 500,476 CHF | 98.26% | 98.26% |
07/05/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,711 CHF | 499,257 CHF | 99.42% | 99.42% |
06/05/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,886 CHF | 496,436 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,398 CHF | 495,940 CHF | 100.00% | 100.00% |
02/05/2024 | 0.31% | 99.10 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,625 CHF | 497,172 CHF | 100.00% | 100.00% |