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 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,933 CHF | 498,433 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,317 CHF | 485,817 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,945 CHF | 475,288 CHF | 99.36% | 99.36% |
13/05/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,640 CHF | 483,140 CHF | 98.95% | 98.95% |
10/05/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,792 CHF | 481,292 CHF | 99.37% | 99.37% |
08/05/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,603 CHF | 469,853 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,657 CHF | 462,907 CHF | 94.75% | 94.75% |
06/05/2024 | 0.50% | 90.90 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,515 CHF | 453,765 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 88.90 % | 89.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,582 CHF | 438,832 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 85.30 % | 85.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,091 CHF | 453,341 CHF | 99.38% | 99.38% |