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 | 0.51% | 87.40 % | 87.85 % | 500,000 | 500,000 | 500,000 | 499,928 | 437,330 CHF | 439,517 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 85.00 % | 85.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,906 CHF | 426,049 CHF | 98.35% | 98.35% |
14/05/2024 | 0.48% | 83.90 % | 84.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,120 CHF | 420,120 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 85.05 % | 85.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,591 CHF | 425,679 CHF | 98.95% | 98.95% |
10/05/2024 | 0.47% | 84.30 % | 84.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,621 CHF | 424,621 CHF | 99.38% | 99.38% |
08/05/2024 | 0.48% | 83.30 % | 83.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,573 CHF | 418,573 CHF | 99.36% | 99.36% |
07/05/2024 | 0.48% | 83.20 % | 83.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,648 CHF | 415,648 CHF | 94.75% | 94.75% |
06/05/2024 | 0.49% | 82.35 % | 82.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,777 CHF | 412,777 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 81.75 % | 82.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,233 CHF | 408,233 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 80.65 % | 81.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,432 CHF | 412,432 CHF | 99.38% | 99.38% |