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 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,457 CHF | 504,957 CHF | 99.73% | 99.73% |
15/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,321 CHF | 501,821 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,136 CHF | 498,636 CHF | 98.93% | 98.93% |
13/05/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,962 CHF | 498,462 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,875 CHF | 499,375 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,651 CHF | 497,151 CHF | 98.26% | 98.26% |
07/05/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,342 CHF | 497,842 CHF | 99.53% | 99.53% |
06/05/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,745 CHF | 496,245 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,704 CHF | 493,204 CHF | 99.99% | 99.99% |
02/05/2024 | 0.30% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,941 CHF | 493,441 CHF | 100.00% | 100.00% |