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 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,418 CHF | 499,918 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,696 CHF | 499,196 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,170 CHF | 497,670 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,747 CHF | 496,247 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,827 CHF | 495,327 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,627 CHF | 495,127 CHF | 99.37% | 99.37% |
07/05/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,674 CHF | 493,174 CHF | 94.78% | 94.78% |
06/05/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,179 CHF | 479,679 CHF | 99.37% | 99.37% |
03/05/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,859 CHF | 479,333 CHF | 99.37% | 99.37% |
02/05/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,869 CHF | 472,119 CHF | 99.37% | 99.37% |