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 | 0.52% | 84.90 % | 85.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,272 CHF | 427,489 CHF | 99.36% | 99.36% |
15/05/2024 | 0.49% | 82.30 % | 82.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,131 CHF | 412,131 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 81.10 % | 81.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,929 CHF | 405,929 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 82.35 % | 82.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,888 CHF | 411,888 CHF | 98.94% | 98.94% |
10/05/2024 | 0.49% | 81.55 % | 81.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,832 CHF | 410,832 CHF | 99.38% | 99.38% |
08/05/2024 | 0.50% | 80.45 % | 80.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,324 CHF | 404,324 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 80.35 % | 80.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,327 CHF | 401,327 CHF | 94.78% | 94.78% |
06/05/2024 | 0.50% | 79.50 % | 79.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,417 CHF | 398,417 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 78.85 % | 79.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,798 CHF | 393,798 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 77.80 % | 78.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,531 CHF | 398,531 CHF | 99.38% | 99.38% |