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 | 0.59% | 83.87 % | 84.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,268 CHF | 421,768 CHF | 99.17% | 99.17% |
28/05/2024 | 0.59% | 83.76 % | 84.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,262 CHF | 425,762 CHF | 99.18% | 99.18% |
27/05/2024 | 0.59% | 84.39 % | 84.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,015 CHF | 423,515 CHF | 98.55% | 98.55% |
24/05/2024 | 0.60% | 84.95 % | 85.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,328 CHF | 420,828 CHF | 98.24% | 98.24% |
23/05/2024 | 0.58% | 84.12 % | 84.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,156 CHF | 429,656 CHF | 98.59% | 98.59% |
22/05/2024 | 0.58% | 85.48 % | 85.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,105 CHF | 433,605 CHF | 96.42% | 96.42% |
21/05/2024 | 0.59% | 85.11 % | 85.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,362 CHF | 421,862 CHF | 99.18% | 99.18% |
17/05/2024 | 0.59% | 84.74 % | 85.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,222 CHF | 421,722 CHF | 99.18% | 99.18% |
16/05/2024 | 0.60% | 84.06 % | 84.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,238 CHF | 420,738 CHF | 99.17% | 99.17% |
15/05/2024 | 0.59% | 83.55 % | 84.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,148 CHF | 425,648 CHF | 97.77% | 97.77% |