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% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,431 CHF | 502,931 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,626 CHF | 503,126 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,709 CHF | 500,209 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,081 CHF | 501,581 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,942 CHF | 502,442 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,071 CHF | 500,571 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,867 CHF | 501,367 CHF | 99.37% | 99.37% |
06/05/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,464 CHF | 498,964 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,885 CHF | 495,385 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,773 CHF | 494,273 CHF | 99.38% | 99.38% |