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% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,924 CHF | 504,424 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,120 CHF | 505,620 CHF | 99.37% | 99.37% |
14/05/2024 | 0.50% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,602 CHF | 506,102 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,525 CHF | 506,025 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,937 CHF | 504,437 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,067 CHF | 501,567 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,148 CHF | 501,648 CHF | 99.37% | 99.37% |
06/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,646 CHF | 500,146 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,050 CHF | 497,550 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,970 CHF | 494,470 CHF | 99.38% | 99.38% |