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 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,048 CHF | 495,548 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,854 CHF | 496,354 CHF | 99.37% | 99.37% |
14/05/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,245 CHF | 496,745 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,360 CHF | 496,860 CHF | 98.64% | 98.64% |
10/05/2024 | 0.51% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,365 CHF | 495,865 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,598 CHF | 494,098 CHF | 99.38% | 99.38% |
07/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,644 CHF | 494,144 CHF | 99.37% | 99.37% |
06/05/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,338 CHF | 492,838 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,316 CHF | 490,816 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,797 CHF | 488,297 CHF | 99.38% | 99.38% |