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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.49% | 91.45 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,999 CHF | 458,249 CHF | 99.37% | 99.37% |
16/05/2024 | 0.49% | 90.75 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,831 CHF | 456,081 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 90.75 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,526 CHF | 452,776 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 90.25 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,180 CHF | 454,430 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 90.25 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,204 CHF | 454,454 CHF | 98.95% | 98.95% |
10/05/2024 | 0.50% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,592 CHF | 452,842 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 89.40 % | 89.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,070 CHF | 446,320 CHF | 99.36% | 99.36% |
07/05/2024 | 0.51% | 87.85 % | 88.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,093 CHF | 439,343 CHF | 94.74% | 94.74% |
06/05/2024 | 0.51% | 87.30 % | 87.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,622 CHF | 442,872 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 87.65 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,358 CHF | 441,608 CHF | 99.37% | 99.37% |