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% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,100 CHF | 504,600 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,120 CHF | 505,620 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,528 CHF | 503,028 CHF | 99.39% | 99.39% |
13/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,783 CHF | 502,283 CHF | 98.82% | 98.82% |
10/05/2024 | 0.50% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,008 CHF | 497,508 CHF | 99.38% | 99.38% |
08/05/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,073 CHF | 495,573 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,973 CHF | 496,473 CHF | 97.35% | 97.35% |
06/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,967 CHF | 494,467 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,159 CHF | 492,659 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,090 CHF | 494,590 CHF | 99.34% | 99.34% |