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 | 0.49% | 101.25 % | 101.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,844 CHF | 508,344 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 100.90 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,921 CHF | 504,421 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,629 CHF | 504,129 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,667 CHF | 502,167 CHF | 98.83% | 98.83% |
10/05/2024 | 0.50% | 99.75 % | 100.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,070 CHF | 501,570 CHF | 99.36% | 99.36% |
08/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,909 CHF | 499,409 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,009 CHF | 498,509 CHF | 97.38% | 97.38% |
06/05/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,748 CHF | 499,248 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,274 CHF | 503,774 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,875 CHF | 503,375 CHF | 99.34% | 99.34% |