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% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,930 CHF | 506,430 CHF | 99.50% | 99.50% |
15/05/2024 | 0.30% | 101.40 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,430 CHF | 507,930 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,788 CHF | 507,288 CHF | 98.89% | 98.89% |
13/05/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,789 CHF | 507,289 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,426 CHF | 505,926 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,776 CHF | 503,276 CHF | 98.15% | 98.15% |
07/05/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,562 CHF | 501,062 CHF | 99.53% | 99.53% |
06/05/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,972 CHF | 499,472 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,033 CHF | 498,533 CHF | 99.99% | 99.99% |
02/05/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,241 CHF | 499,741 CHF | 100.00% | 100.00% |