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 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,207 CHF | 492,207 CHF | 99.45% | 99.45% |
15/05/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,100 CHF | 491,100 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,862 CHF | 499,862 CHF | 98.97% | 98.97% |
13/05/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,320 CHF | 498,320 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,134 CHF | 499,134 CHF | 99.84% | 99.84% |
08/05/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,546 CHF | 493,546 CHF | 98.26% | 98.26% |
07/05/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,721 CHF | 493,721 CHF | 99.44% | 99.44% |
06/05/2024 | 1.02% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,420 CHF | 490,420 CHF | 100.00% | 100.00% |
03/05/2024 | 0.97% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,059 CHF | 490,799 CHF | 100.00% | 100.00% |
02/05/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,035 CHF | 489,035 CHF | 100.00% | 100.00% |