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 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,934 CHF | 492,934 CHF | 99.50% | 99.50% |
15/05/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,548 CHF | 493,548 CHF | 99.43% | 99.43% |
14/05/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,478 CHF | 493,478 CHF | 98.96% | 98.96% |
13/05/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,193 CHF | 489,193 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,038 CHF | 491,038 CHF | 99.84% | 99.84% |
08/05/2024 | 0.83% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,164 CHF | 486,164 CHF | 98.15% | 98.15% |
07/05/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,182 CHF | 485,182 CHF | 99.44% | 99.44% |
06/05/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,479 CHF | 475,479 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,486 CHF | 475,486 CHF | 99.99% | 99.99% |
02/05/2024 | 0.86% | 92.90 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,286 CHF | 468,286 CHF | 100.00% | 100.00% |