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 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,815 CHF | 507,815 CHF | 99.61% | 99.61% |
15/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,613 CHF | 508,613 CHF | 98.28% | 98.28% |
14/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,639 CHF | 505,639 CHF | 98.97% | 98.97% |
13/05/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,800 CHF | 500,800 CHF | 99.66% | 99.66% |
10/05/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,891 CHF | 500,891 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,578 CHF | 504,578 CHF | 97.31% | 97.31% |
07/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,188 CHF | 507,188 CHF | 99.78% | 99.78% |
06/05/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,549 CHF | 509,549 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,554 CHF | 504,294 CHF | 99.96% | 99.96% |
02/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,103 CHF | 502,103 CHF | 98.11% | 98.11% |