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 | 0.83% | 100.20 % | 101.90 % | 50,000 | 50,000 | 481,323 | 481,323 | 481,940 CHF | 485,810 CHF | 99.73% | 99.73% |
15/05/2024 | 0.83% | 100.20 % | 101.90 % | 50,000 | 50,000 | 481,263 | 481,263 | 481,511 CHF | 485,379 CHF | 99.43% | 99.43% |
14/05/2024 | 0.83% | 99.90 % | 101.60 % | 50,000 | 50,000 | 481,198 | 481,198 | 480,698 CHF | 484,566 CHF | 99.03% | 99.03% |
13/05/2024 | 0.83% | 99.90 % | 101.60 % | 50,000 | 50,000 | 481,327 | 481,327 | 481,091 CHF | 484,961 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 99.70 % | 101.40 % | 50,000 | 50,000 | 481,445 | 481,445 | 479,445 CHF | 483,315 CHF | 99.84% | 99.84% |
08/05/2024 | 0.84% | 99.50 % | 101.20 % | 50,000 | 50,000 | 481,029 | 481,029 | 479,388 CHF | 483,255 CHF | 98.13% | 98.13% |
07/05/2024 | 0.85% | 98.90 % | 100.60 % | 50,000 | 50,000 | 481,315 | 481,315 | 474,225 CHF | 478,094 CHF | 99.43% | 99.43% |
06/05/2024 | 0.84% | 98.40 % | 100.10 % | 50,000 | 50,000 | 481,400 | 481,400 | 474,978 CHF | 478,848 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 98.60 % | 100.30 % | 50,000 | 50,000 | 481,407 | 481,407 | 474,785 CHF | 478,655 CHF | 99.99% | 99.99% |
02/05/2024 | 0.85% | 98.30 % | 100.00 % | 50,000 | 50,000 | 481,379 | 481,379 | 473,532 CHF | 477,401 CHF | 100.00% | 100.00% |