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% | 90.95 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,576 CHF | 457,826 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 88.40 % | 88.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,677 CHF | 442,927 CHF | 98.35% | 98.35% |
14/05/2024 | 0.52% | 87.15 % | 87.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,266 CHF | 436,516 CHF | 99.37% | 99.37% |
13/05/2024 | 0.51% | 88.45 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,292 CHF | 442,542 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 87.60 % | 88.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,226 CHF | 441,476 CHF | 99.37% | 99.37% |
08/05/2024 | 0.52% | 86.50 % | 86.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,597 CHF | 434,847 CHF | 99.36% | 99.36% |
07/05/2024 | 0.52% | 86.40 % | 86.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,465 CHF | 431,715 CHF | 94.74% | 94.74% |
06/05/2024 | 0.53% | 85.50 % | 85.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,403 CHF | 428,647 CHF | 99.37% | 99.37% |
03/05/2024 | 0.48% | 84.80 % | 85.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,640 CHF | 423,680 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 83.70 % | 84.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,442 CHF | 428,636 CHF | 99.38% | 99.38% |