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% | 86.95 % | 87.40 % | 500,000 | 500,000 | 499,999 | 500,000 | 435,463 CHF | 437,714 CHF | 99.38% | 99.38% |
15/05/2024 | 0.47% | 84.45 % | 84.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,876 CHF | 422,876 CHF | 98.35% | 98.35% |
14/05/2024 | 0.48% | 83.25 % | 83.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,750 CHF | 416,750 CHF | 99.37% | 99.37% |
13/05/2024 | 0.47% | 84.50 % | 84.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,587 CHF | 422,587 CHF | 98.95% | 98.95% |
10/05/2024 | 0.48% | 83.65 % | 84.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,525 CHF | 421,525 CHF | 99.37% | 99.37% |
08/05/2024 | 0.48% | 82.60 % | 83.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,124 CHF | 415,124 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 82.55 % | 82.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,150 CHF | 412,150 CHF | 94.74% | 94.74% |
06/05/2024 | 0.49% | 81.65 % | 82.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,220 CHF | 409,220 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 81.00 % | 81.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,596 CHF | 404,596 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 79.90 % | 80.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,101 CHF | 409,101 CHF | 99.37% | 99.37% |