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 | 0.49% | 82.10 % | 82.50 % | 500,000 | 500,000 | 499,999 | 500,000 | 411,204 CHF | 413,205 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 79.55 % | 79.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,366 CHF | 398,366 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 78.40 % | 78.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,370 CHF | 392,370 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 79.60 % | 80.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,147 CHF | 398,147 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 78.80 % | 79.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,094 CHF | 397,094 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 77.75 % | 78.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,790 CHF | 390,790 CHF | 99.36% | 99.36% |
07/05/2024 | 0.52% | 77.65 % | 78.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,884 CHF | 387,884 CHF | 94.77% | 94.77% |
06/05/2024 | 0.52% | 76.80 % | 77.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,058 CHF | 385,058 CHF | 99.38% | 99.38% |
03/05/2024 | 0.53% | 76.20 % | 76.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,599 CHF | 380,599 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 75.15 % | 75.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,148 CHF | 385,148 CHF | 99.37% | 99.37% |