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 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,578 CHF | 483,078 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,577 CHF | 482,077 CHF | 98.35% | 98.35% |
14/05/2024 | 0.52% | 95.70 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,730 CHF | 480,230 CHF | 99.37% | 99.37% |
13/05/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,268 CHF | 476,742 CHF | 98.95% | 98.95% |
10/05/2024 | 0.49% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,506 CHF | 474,823 CHF | 99.37% | 99.37% |
08/05/2024 | 0.48% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,431 CHF | 474,698 CHF | 99.36% | 99.36% |
07/05/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,787 CHF | 472,037 CHF | 94.75% | 94.75% |
06/05/2024 | 0.51% | 88.80 % | 89.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,940 CHF | 445,190 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 88.45 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,568 CHF | 442,818 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 85.75 % | 86.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,844 CHF | 431,094 CHF | 99.38% | 99.38% |