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% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,543 CHF | 484,043 CHF | 99.38% | 99.38% |
28/05/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,212 CHF | 487,712 CHF | 99.36% | 99.36% |
27/05/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,038 CHF | 485,538 CHF | 99.37% | 99.37% |
24/05/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,838 CHF | 484,338 CHF | 99.37% | 99.37% |
23/05/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,045 CHF | 485,545 CHF | 99.38% | 99.38% |
22/05/2024 | 0.51% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,248 CHF | 486,748 CHF | 99.37% | 99.37% |
21/05/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,762 CHF | 491,262 CHF | 99.28% | 99.28% |
17/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,294 CHF | 493,794 CHF | 99.22% | 99.22% |
16/05/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,605 CHF | 487,105 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,914 CHF | 484,414 CHF | 99.37% | 99.37% |