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 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,835 CHF | 506,335 CHF | 97.78% | 97.78% |
15/05/2024 | 0.49% | 101.10 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,035 CHF | 507,535 CHF | 99.42% | 99.42% |
14/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,475 CHF | 502,975 CHF | 98.89% | 98.89% |
13/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,015 CHF | 504,515 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,269 CHF | 504,769 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,968 CHF | 502,468 CHF | 98.15% | 98.15% |
07/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,550 CHF | 503,050 CHF | 99.43% | 99.43% |
06/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,807 CHF | 500,307 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,916 CHF | 496,416 CHF | 100.00% | 100.00% |
02/05/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,729 CHF | 494,229 CHF | 100.00% | 100.00% |