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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,030 CHF | 502,530 CHF | 99.35% | 99.35% |
29/05/2024 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,982 CHF | 504,482 CHF | 99.37% | 99.37% |
28/05/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,173 CHF | 506,673 CHF | 99.38% | 99.38% |
27/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 508,000 CHF | 99.38% | 99.38% |
24/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,019 CHF | 508,519 CHF | 99.37% | 99.37% |
23/05/2024 | 0.49% | 101.00 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,748 CHF | 507,248 CHF | 99.38% | 99.38% |
22/05/2024 | 0.49% | 100.95 % | 101.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,352 CHF | 506,852 CHF | 99.38% | 99.38% |
21/05/2024 | 0.49% | 100.85 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,263 CHF | 506,763 CHF | 99.25% | 99.25% |
17/05/2024 | 0.49% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,598 CHF | 507,098 CHF | 99.37% | 99.37% |
16/05/2024 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,917 CHF | 509,417 CHF | 99.37% | 99.37% |