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 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,601 CHF | 478,086 CHF | 99.38% | 99.38% |
15/05/2024 | 0.48% | 92.95 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,352 CHF | 465,602 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 91.65 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,764 CHF | 459,014 CHF | 99.37% | 99.37% |
13/05/2024 | 0.49% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,610 CHF | 464,860 CHF | 98.94% | 98.94% |
10/05/2024 | 0.49% | 92.00 % | 92.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,560 CHF | 463,810 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 90.95 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,059 CHF | 457,309 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 90.90 % | 91.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,524 CHF | 453,774 CHF | 94.77% | 94.77% |
06/05/2024 | 0.50% | 89.85 % | 90.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,183 CHF | 450,433 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 89.10 % | 89.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,284 CHF | 444,534 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 87.60 % | 88.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,828 CHF | 449,078 CHF | 99.37% | 99.37% |