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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,971 CHF | 498,471 CHF | 99.36% | 99.36% |
23/05/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,726 CHF | 499,226 CHF | 99.38% | 99.38% |
22/05/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,533 CHF | 500,033 CHF | 99.37% | 99.37% |
21/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,391 CHF | 499,891 CHF | 99.24% | 99.24% |
17/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,423 CHF | 497,923 CHF | 99.37% | 99.37% |
16/05/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,392 CHF | 496,892 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,312 CHF | 497,812 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,246 CHF | 498,746 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,197 CHF | 495,697 CHF | 98.95% | 98.95% |
10/05/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,107 CHF | 494,607 CHF | 99.38% | 99.38% |