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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.50% | 90.05 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,007 CHF | 454,257 CHF | 99.37% | 99.37% |
21/05/2024 | 0.49% | 91.20 % | 91.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,003 CHF | 459,253 CHF | 99.25% | 99.25% |
17/05/2024 | 0.49% | 91.65 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,725 CHF | 459,975 CHF | 99.37% | 99.37% |
16/05/2024 | 0.49% | 91.15 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,425 CHF | 458,675 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 88.90 % | 89.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,159 CHF | 445,409 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 87.75 % | 88.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,254 CHF | 439,504 CHF | 99.37% | 99.37% |
13/05/2024 | 0.51% | 88.90 % | 89.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,809 CHF | 445,059 CHF | 98.95% | 98.95% |
10/05/2024 | 0.51% | 88.15 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,866 CHF | 444,116 CHF | 99.38% | 99.38% |
08/05/2024 | 0.52% | 87.10 % | 87.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,755 CHF | 438,005 CHF | 99.36% | 99.36% |
07/05/2024 | 0.52% | 87.05 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,834 CHF | 435,084 CHF | 94.75% | 94.75% |