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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 499,954 | 481,250 CHF | 483,705 CHF | 99.38% | 99.38% |
28/05/2024 | 0.51% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 499,972 | 484,418 CHF | 486,891 CHF | 99.38% | 99.38% |
27/05/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,886 CHF | 488,386 CHF | 99.37% | 99.37% |
24/05/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 499,965 | 484,171 CHF | 486,637 CHF | 99.35% | 99.35% |
23/05/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,075 CHF | 489,575 CHF | 99.35% | 99.35% |
22/05/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,718 CHF | 488,218 CHF | 98.57% | 98.57% |
21/05/2024 | 0.51% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,795 CHF | 488,295 CHF | 99.27% | 99.27% |
17/05/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,670 CHF | 490,170 CHF | 99.36% | 99.36% |
16/05/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,756 CHF | 492,256 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,210 CHF | 489,710 CHF | 99.38% | 99.38% |