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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.94% | 51.45 % | 51.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 264,830 CHF | 267,330 CHF | 95.40% | 95.40% |
22/05/2024 | 0.95% | 53.03 % | 53.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 263,058 CHF | 265,558 CHF | 85.48% | 85.48% |
21/05/2024 | 0.99% | 51.13 % | 51.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 251,775 CHF | 254,275 CHF | 97.14% | 97.14% |
17/05/2024 | 0.97% | 51.66 % | 52.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 257,348 CHF | 259,848 CHF | 79.60% | 79.60% |
16/05/2024 | 0.96% | 50.87 % | 51.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 258,788 CHF | 261,288 CHF | 98.93% | 98.93% |
15/05/2024 | 0.97% | 51.84 % | 52.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 257,578 CHF | 260,078 CHF | 85.67% | 85.67% |
14/05/2024 | 1.01% | 50.28 % | 50.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 246,033 CHF | 248,533 CHF | 99.77% | 99.77% |
13/05/2024 | 1.06% | 47.45 % | 47.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 235,522 CHF | 238,022 CHF | 100.00% | 100.00% |
10/05/2024 | 1.03% | 47.72 % | 48.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 240,659 CHF | 243,159 CHF | 100.00% | 100.00% |
08/05/2024 | 1.07% | 46.54 % | 47.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 232,294 CHF | 234,794 CHF | 100.00% | 100.00% |