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 | 0.41% | 98.60 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,822 CHF | 494,822 CHF | 99.61% | 99.61% |
15/05/2024 | 0.41% | 98.50 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,477 CHF | 494,477 CHF | 99.43% | 99.43% |
14/05/2024 | 0.41% | 98.50 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,604 CHF | 493,604 CHF | 98.93% | 98.93% |
13/05/2024 | 0.41% | 98.30 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,883 CHF | 492,883 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 98.20 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,130 CHF | 493,130 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 97.90 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,672 CHF | 491,672 CHF | 98.15% | 98.15% |
07/05/2024 | 0.23% | 97.89 % | 98.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,006 CHF | 490,152 CHF | 99.43% | 99.43% |
06/05/2024 | 0.41% | 97.80 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,262 CHF | 490,262 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 97.30 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,394 CHF | 488,394 CHF | 100.00% | 100.00% |
02/05/2024 | 0.41% | 97.60 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,511 CHF | 488,511 CHF | 100.00% | 100.00% |