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 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,785 CHF | 492,335 CHF | 99.60% | 99.60% |
15/05/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,964 CHF | 493,514 CHF | 99.43% | 99.43% |
14/05/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,855 CHF | 494,405 CHF | 98.93% | 98.93% |
13/05/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,211 CHF | 495,761 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,051 CHF | 495,601 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 97.40 % | 97.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,207 CHF | 488,757 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,105 CHF | 491,651 CHF | 99.42% | 99.42% |
06/05/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,687 CHF | 492,237 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,577 CHF | 489,119 CHF | 99.99% | 99.99% |
02/05/2024 | 0.32% | 96.20 % | 96.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,665 CHF | 483,212 CHF | 100.00% | 100.00% |