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% | 90.05 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,626 CHF | 451,876 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 90.15 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,107 CHF | 451,357 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 89.60 % | 90.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,401 CHF | 448,651 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 88.75 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,996 CHF | 449,246 CHF | 98.64% | 98.64% |
10/05/2024 | 0.51% | 89.10 % | 89.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,446 CHF | 445,696 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 87.65 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,662 CHF | 438,912 CHF | 99.37% | 99.37% |
07/05/2024 | 0.51% | 88.25 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,101 CHF | 443,351 CHF | 99.37% | 99.37% |
06/05/2024 | 0.51% | 87.65 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,710 CHF | 438,960 CHF | 99.37% | 99.37% |
03/05/2024 | 0.52% | 86.95 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,374 CHF | 437,624 CHF | 99.37% | 99.37% |
02/05/2024 | 0.52% | 85.55 % | 86.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,196 CHF | 430,446 CHF | 99.38% | 99.38% |