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 | 0.84% | 58.20 % | 58.70 % | 500,000 | 50,000 | 500,000 | 50,000 | 294,654 CHF | 29,715 CHF | 100.00% | 100.00% |
15/05/2024 | 0.84% | 59.65 % | 60.15 % | 500,000 | 50,000 | 500,000 | 50,000 | 296,680 CHF | 29,918 CHF | 97.56% | 97.56% |
14/05/2024 | 0.82% | 59.58 % | 60.08 % | 500,000 | 50,000 | 500,000 | 50,000 | 302,914 CHF | 30,541 CHF | 99.93% | 99.93% |
13/05/2024 | 0.83% | 60.13 % | 60.63 % | 500,000 | 50,000 | 500,000 | 50,000 | 299,214 CHF | 30,171 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 59.16 % | 59.66 % | 500,000 | 50,000 | 500,000 | 50,000 | 296,713 CHF | 29,921 CHF | 100.00% | 100.00% |
08/05/2024 | 0.86% | 58.18 % | 58.68 % | 500,000 | 50,000 | 500,000 | 50,000 | 290,703 CHF | 29,320 CHF | 100.00% | 100.00% |
07/05/2024 | 0.86% | 58.44 % | 58.94 % | 500,000 | 50,000 | 500,000 | 50,000 | 288,981 CHF | 29,148 CHF | 100.00% | 100.00% |
06/05/2024 | 0.87% | 57.29 % | 57.79 % | 500,000 | 50,000 | 500,000 | 50,000 | 287,673 CHF | 29,017 CHF | 100.00% | 100.00% |
03/05/2024 | 0.87% | 57.36 % | 57.86 % | 500,000 | 50,000 | 500,000 | 50,000 | 286,797 CHF | 28,930 CHF | 99.94% | 99.94% |
02/05/2024 | 0.86% | 57.59 % | 58.09 % | 500,000 | 50,000 | 500,000 | 50,000 | 291,126 CHF | 29,363 CHF | 99.98% | 99.98% |