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% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,636 CHF | 483,136 CHF | 99.37% | 99.37% |
15/05/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,001 CHF | 483,501 CHF | 99.37% | 99.37% |
14/05/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,603 CHF | 480,103 CHF | 99.37% | 99.37% |
13/05/2024 | 0.51% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 499,982 | 474,235 CHF | 476,627 CHF | 98.65% | 98.65% |
10/05/2024 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,230 CHF | 468,480 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 92.25 % | 92.70 % | 500,000 | 500,000 | 500,000 | 499,986 | 462,389 CHF | 464,626 CHF | 99.37% | 99.37% |
07/05/2024 | 0.48% | 93.20 % | 93.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,127 CHF | 470,377 CHF | 98.24% | 98.24% |
06/05/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,676 CHF | 470,926 CHF | 99.36% | 99.36% |
03/05/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,281 CHF | 471,531 CHF | 99.37% | 99.37% |
02/05/2024 | 0.48% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,186 CHF | 474,436 CHF | 99.38% | 99.38% |