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 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,547 CHF | 500,047 CHF | 99.72% | 99.72% |
15/05/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,117 CHF | 501,617 CHF | 99.43% | 99.43% |
14/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,525 CHF | 497,025 CHF | 98.96% | 98.96% |
13/05/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,071 CHF | 496,571 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 97.60 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,001 CHF | 488,501 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 96.20 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,228 CHF | 483,728 CHF | 98.26% | 98.26% |
07/05/2024 | 0.31% | 97.30 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,727 CHF | 490,227 CHF | 97.95% | 97.95% |
06/05/2024 | 0.30% | 98.50 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,082 CHF | 492,582 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 97.70 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,716 CHF | 491,216 CHF | 99.99% | 99.99% |
02/05/2024 | 0.30% | 98.20 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,338 CHF | 492,838 CHF | 100.00% | 100.00% |