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 | 0.49% | 91.90 % | 92.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,202 CHF | 461,452 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 92.30 % | 92.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,827 CHF | 464,077 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 92.20 % | 92.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,256 CHF | 464,506 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 92.70 % | 93.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,976 CHF | 464,226 CHF | 98.94% | 98.94% |
10/05/2024 | 0.48% | 92.80 % | 93.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,587 CHF | 465,837 CHF | 99.37% | 99.37% |
08/05/2024 | 0.48% | 92.55 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,922 CHF | 466,172 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 92.80 % | 93.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,000 CHF | 464,250 CHF | 94.78% | 94.78% |
06/05/2024 | 0.49% | 91.45 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,035 CHF | 459,285 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 91.35 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,026 CHF | 460,276 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 91.55 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,845 CHF | 459,095 CHF | 99.38% | 99.38% |