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 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,068 CHF | 499,068 CHF | 99.74% | 99.74% |
15/05/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,126 CHF | 499,126 CHF | 99.43% | 99.43% |
14/05/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,191 CHF | 495,191 CHF | 98.96% | 98.96% |
13/05/2024 | 0.81% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,334 CHF | 497,334 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,905 CHF | 488,905 CHF | 99.84% | 99.84% |
08/05/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,147 CHF | 486,147 CHF | 98.26% | 98.26% |
07/05/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,294 CHF | 490,294 CHF | 99.44% | 99.44% |
06/05/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,810 CHF | 489,810 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,218 CHF | 489,218 CHF | 99.99% | 99.99% |
02/05/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,082 CHF | 490,082 CHF | 100.00% | 100.00% |