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 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,285 CHF | 491,785 CHF | 99.38% | 99.38% |
28/05/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,213 CHF | 493,713 CHF | 99.39% | 99.39% |
27/05/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,572 CHF | 495,072 CHF | 99.36% | 99.36% |
24/05/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,729 CHF | 493,229 CHF | 99.36% | 99.36% |
23/05/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,854 CHF | 496,354 CHF | 99.35% | 99.35% |
22/05/2024 | 0.51% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,287 CHF | 494,787 CHF | 98.56% | 98.56% |
21/05/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,653 CHF | 495,153 CHF | 99.26% | 99.26% |
17/05/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,927 CHF | 497,427 CHF | 99.37% | 99.37% |
16/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,061 CHF | 499,561 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,648 CHF | 497,148 CHF | 99.38% | 99.38% |