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 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,163 CHF | 498,163 CHF | 99.37% | 99.37% |
15/05/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,549 CHF | 495,549 CHF | 97.52% | 97.52% |
14/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,806 CHF | 503,806 CHF | 97.58% | 97.58% |
13/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,819 CHF | 502,819 CHF | 98.75% | 98.75% |
10/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,037 CHF | 502,037 CHF | 98.95% | 98.95% |
08/05/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,684 CHF | 499,684 CHF | 97.17% | 97.17% |
07/05/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,911 CHF | 495,911 CHF | 98.95% | 98.95% |
06/05/2024 | - | 98.40 % | 100.30 % | 50,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03/05/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,124 CHF | 495,124 CHF | 99.09% | 99.09% |
02/05/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,369 CHF | 494,369 CHF | 96.67% | 96.67% |