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 | 0.35% | 86.39 % | 86.62 % | 500,000 | 500,000 | 487,344 | 487,344 | 421,496 CHF | 422,946 CHF | 99.50% | 99.50% |
15/05/2024 | 0.81% | 85.09 % | 85.82 % | 500,000 | 500,000 | 499,735 | 499,735 | 421,741 CHF | 425,168 CHF | 99.44% | 99.44% |
14/05/2024 | 0.87% | 83.29 % | 84.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,420 CHF | 419,070 CHF | 98.94% | 98.94% |
13/05/2024 | 0.87% | 83.39 % | 84.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,397 CHF | 419,047 CHF | 100.00% | 100.00% |
10/05/2024 | 0.87% | 82.49 % | 83.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,096 CHF | 419,746 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 83.39 % | 84.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,430 CHF | 417,080 CHF | 98.15% | 98.15% |
07/05/2024 | 0.89% | 82.09 % | 82.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,126 CHF | 410,772 CHF | 99.44% | 99.44% |
06/05/2024 | 0.90% | 80.89 % | 81.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,909 CHF | 409,559 CHF | 100.00% | 100.00% |
03/05/2024 | 0.90% | 80.69 % | 81.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,599 CHF | 408,241 CHF | 100.00% | 100.00% |
02/05/2024 | 0.44% | 81.99 % | 82.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,637 CHF | 416,463 CHF | 100.00% | 100.00% |