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% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,726 CHF | 502,226 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,270 CHF | 501,770 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,231 CHF | 499,731 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,664 CHF | 500,164 CHF | 98.95% | 98.95% |
10/05/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,036 CHF | 500,536 CHF | 99.38% | 99.38% |
08/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,478 CHF | 499,978 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,292 CHF | 498,792 CHF | 94.78% | 94.78% |
06/05/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,035 CHF | 497,535 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,284 CHF | 495,784 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,738 CHF | 493,238 CHF | 99.38% | 99.38% |