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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,550 CHF | 503,050 CHF | 99.38% | 99.38% |
21/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,993 CHF | 503,493 CHF | 99.24% | 99.24% |
17/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,201 CHF | 502,701 CHF | 99.37% | 99.37% |
16/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,139 CHF | 503,639 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,704 CHF | 503,204 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,173 CHF | 501,673 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,524 CHF | 502,024 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,818 CHF | 502,318 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,374 CHF | 501,874 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,493 CHF | 500,993 CHF | 94.78% | 94.78% |