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 | 0.73% | 68.31 % | 68.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,033 CHF | 344,533 CHF | 98.31% | 98.31% |
15/05/2024 | 0.76% | 66.19 % | 66.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 329,847 CHF | 332,347 CHF | 100.00% | 100.00% |
14/05/2024 | 0.77% | 65.24 % | 65.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 324,975 CHF | 327,475 CHF | 100.00% | 100.00% |
13/05/2024 | 0.76% | 66.22 % | 66.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 329,524 CHF | 332,024 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 65.54 % | 66.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 328,562 CHF | 331,062 CHF | 100.00% | 100.00% |
08/05/2024 | 0.77% | 64.66 % | 65.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 323,352 CHF | 325,852 CHF | 100.00% | 100.00% |
07/05/2024 | 0.78% | 64.55 % | 65.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 320,785 CHF | 323,285 CHF | 100.00% | 100.00% |
06/05/2024 | 0.78% | 63.83 % | 64.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 318,388 CHF | 320,888 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 63.32 % | 63.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 314,739 CHF | 317,239 CHF | 99.96% | 99.96% |
02/05/2024 | 0.78% | 62.47 % | 62.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 318,325 CHF | 320,825 CHF | 100.00% | 100.00% |