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 | 503,679 CHF | 506,179 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,355 CHF | 505,855 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,449 CHF | 504,949 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,657 CHF | 505,157 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,531 CHF | 505,031 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,726 CHF | 505,226 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 100.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,439 CHF | 504,939 CHF | 94.78% | 94.78% |
06/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,868 CHF | 504,368 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,097 CHF | 503,597 CHF | 99.37% | 99.37% |
02/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,070 CHF | 502,570 CHF | 99.38% | 99.38% |