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% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,518 CHF | 506,068 CHF | 99.61% | 99.61% |
15/05/2024 | 0.30% | 102.00 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,189 CHF | 509,739 CHF | 99.43% | 99.43% |
14/05/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,718 CHF | 502,268 CHF | 98.94% | 98.94% |
13/05/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,581 CHF | 494,131 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,388 CHF | 493,938 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,437 CHF | 492,987 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,109 CHF | 491,655 CHF | 99.43% | 99.43% |
06/05/2024 | 0.32% | 97.40 % | 97.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,188 CHF | 487,738 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 97.40 % | 97.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,330 CHF | 488,873 CHF | 99.99% | 99.99% |
02/05/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,389 CHF | 484,935 CHF | 100.00% | 100.00% |