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 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,264 CHF | 501,764 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,940 CHF | 494,440 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,711 CHF | 490,211 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,615 CHF | 494,115 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,906 CHF | 493,406 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,673 CHF | 489,173 CHF | 99.36% | 99.36% |
07/05/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,310 CHF | 486,810 CHF | 94.75% | 94.75% |
06/05/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,682 CHF | 484,182 CHF | 99.37% | 99.37% |
03/05/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,946 CHF | 479,433 CHF | 99.37% | 99.37% |
02/05/2024 | 0.52% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,125 CHF | 483,622 CHF | 99.38% | 99.38% |