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 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,917 CHF | 471,167 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 91.80 % | 92.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,653 CHF | 459,903 CHF | 98.35% | 98.35% |
14/05/2024 | 0.50% | 90.75 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,366 CHF | 454,616 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 91.75 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,239 CHF | 459,489 CHF | 98.95% | 98.95% |
10/05/2024 | 0.49% | 91.05 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,417 CHF | 458,667 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 90.20 % | 90.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,055 CHF | 453,305 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 90.15 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,423 CHF | 450,673 CHF | 94.75% | 94.75% |
06/05/2024 | 0.50% | 89.35 % | 89.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,859 CHF | 448,109 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 88.80 % | 89.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,452 CHF | 443,702 CHF | 99.37% | 99.37% |
02/05/2024 | 0.50% | 87.70 % | 88.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,083 CHF | 448,333 CHF | 99.20% | 99.20% |