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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,376 CHF | 493,876 CHF | 99.37% | 99.37% |
16/05/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,555 CHF | 497,055 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,885 CHF | 499,385 CHF | 98.98% | 98.98% |
14/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,488 CHF | 499,988 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,184 CHF | 499,684 CHF | 98.82% | 98.82% |
10/05/2024 | 0.51% | 98.45 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,908 CHF | 495,408 CHF | 99.22% | 99.22% |
08/05/2024 | 0.52% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,140 CHF | 486,640 CHF | 99.05% | 99.05% |
07/05/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,736 CHF | 493,236 CHF | 97.38% | 97.38% |
06/05/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,914 CHF | 491,414 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,408 CHF | 492,908 CHF | 99.38% | 99.38% |