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 | 0.30% | 98.30 % | 98.60 % | 500,000 | 500,000 | 499,736 | 499,736 | 492,218 CHF | 493,718 CHF | 99.61% | 99.61% |
15/05/2024 | 0.30% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,058 CHF | 492,558 CHF | 99.43% | 99.43% |
14/05/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,490 CHF | 484,990 CHF | 98.95% | 98.95% |
13/05/2024 | 0.31% | 97.60 % | 97.90 % | 500,000 | 500,000 | 500,000 | 499,897 | 488,291 CHF | 489,691 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 96.00 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,789 CHF | 480,289 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 95.50 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,609 CHF | 480,109 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 96.70 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,226 CHF | 486,726 CHF | 97.95% | 97.95% |
06/05/2024 | 0.31% | 97.00 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,653 CHF | 485,153 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 97.10 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,998 CHF | 487,498 CHF | 99.99% | 99.99% |
02/05/2024 | 0.31% | 97.60 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,525 CHF | 490,025 CHF | 100.00% | 100.00% |