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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.54% | 93.06 % | 93.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,680 CHF | 466,180 CHF | 100.00% | 100.00% |
14/05/2024 | 0.55% | 91.68 % | 92.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,594 CHF | 459,094 CHF | 100.00% | 100.00% |
13/05/2024 | 0.54% | 93.09 % | 93.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,194 CHF | 465,694 CHF | 100.00% | 100.00% |
10/05/2024 | 0.54% | 92.11 % | 92.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,806 CHF | 464,306 CHF | 100.00% | 100.00% |
08/05/2024 | 0.55% | 90.85 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,298 CHF | 456,798 CHF | 100.00% | 100.00% |
07/05/2024 | 0.55% | 90.69 % | 91.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,682 CHF | 453,182 CHF | 100.00% | 100.00% |
06/05/2024 | 0.56% | 89.67 % | 90.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,196 CHF | 449,696 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 88.92 % | 89.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,907 CHF | 444,407 CHF | 99.98% | 99.98% |
02/05/2024 | 0.56% | 87.70 % | 88.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,134 CHF | 449,634 CHF | 100.00% | 100.00% |
30/04/2024 | 0.55% | 90.29 % | 90.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,289 CHF | 452,789 CHF | 100.00% | 100.00% |