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% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,139 CHF | 502,639 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,514 CHF | 502,014 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,421 CHF | 497,921 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,898 CHF | 499,398 CHF | 98.83% | 98.83% |
10/05/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,688 CHF | 501,188 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,688 CHF | 500,188 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 499,961 | 496,383 CHF | 498,845 CHF | 97.35% | 97.35% |
06/05/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 499,977 | 496,536 CHF | 499,013 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,801 CHF | 499,301 CHF | 99.36% | 99.36% |
02/05/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,003 CHF | 498,503 CHF | 99.34% | 99.34% |