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 | 0.90% | 54.46 % | 54.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 275,111 CHF | 277,611 CHF | 100.00% | 100.00% |
15/05/2024 | 0.91% | 54.77 % | 55.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 272,979 CHF | 275,479 CHF | 99.78% | 99.78% |
14/05/2024 | 0.94% | 53.45 % | 53.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 263,375 CHF | 265,875 CHF | 100.00% | 100.00% |
13/05/2024 | 0.98% | 51.22 % | 51.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 254,772 CHF | 257,272 CHF | 100.00% | 100.00% |
10/05/2024 | 0.96% | 51.30 % | 51.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 258,111 CHF | 260,611 CHF | 100.00% | 100.00% |
08/05/2024 | 0.99% | 50.22 % | 50.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 250,968 CHF | 253,468 CHF | 100.00% | 100.00% |
07/05/2024 | 0.98% | 50.90 % | 51.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 253,548 CHF | 256,048 CHF | 100.00% | 100.00% |
06/05/2024 | 0.99% | 50.19 % | 50.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 250,656 CHF | 253,156 CHF | 100.00% | 100.00% |
03/05/2024 | 0.99% | 49.96 % | 50.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 250,682 CHF | 253,182 CHF | 100.00% | 100.00% |
02/05/2024 | 1.02% | 48.30 % | 48.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 243,038 CHF | 245,538 CHF | 99.99% | 99.99% |