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% | 81.98 % | 82.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,164 CHF | 412,414 CHF | 99.50% | 99.50% |
15/05/2024 | 0.30% | 82.78 % | 83.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,275 CHF | 411,525 CHF | 99.44% | 99.44% |
14/05/2024 | 0.31% | 80.18 % | 80.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,398 CHF | 403,648 CHF | 98.89% | 98.89% |
13/05/2024 | 0.31% | 81.18 % | 81.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,522 CHF | 407,772 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 81.68 % | 81.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,417 CHF | 410,667 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 81.28 % | 81.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,967 CHF | 409,217 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 81.18 % | 81.43 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,706 CHF | 405,952 CHF | 99.56% | 99.56% |
06/05/2024 | 0.31% | 80.78 % | 81.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,276 CHF | 406,526 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 81.08 % | 81.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,182 CHF | 406,425 CHF | 99.99% | 99.99% |
02/05/2024 | 0.31% | 80.38 % | 80.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,628 CHF | 404,875 CHF | 100.00% | 100.00% |