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 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,492 CHF | 482,992 CHF | 99.38% | 99.38% |
22/05/2024 | 0.52% | 95.35 % | 95.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,809 CHF | 482,309 CHF | 99.38% | 99.38% |
21/05/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,500 CHF | 490,000 CHF | 99.28% | 99.28% |
17/05/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,793 CHF | 490,293 CHF | 99.22% | 99.22% |
16/05/2024 | 0.49% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,797 CHF | 461,047 CHF | 99.37% | 99.37% |
15/05/2024 | 0.49% | 92.25 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,759 CHF | 460,009 CHF | 99.37% | 99.37% |
14/05/2024 | 0.49% | 91.85 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,324 CHF | 460,574 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 90.95 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,570 CHF | 457,820 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,356 CHF | 459,606 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 90.05 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,978 CHF | 451,228 CHF | 99.38% | 99.38% |