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 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,015 CHF | 487,515 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 499,938 | 475,062 CHF | 477,475 CHF | 98.35% | 98.35% |
14/05/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,528 CHF | 471,778 CHF | 99.37% | 99.37% |
13/05/2024 | 0.51% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,387 CHF | 476,817 CHF | 98.95% | 98.95% |
10/05/2024 | 0.50% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,502 CHF | 475,866 CHF | 99.38% | 99.38% |
08/05/2024 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,093 CHF | 470,343 CHF | 99.36% | 99.36% |
07/05/2024 | 0.48% | 93.50 % | 93.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,048 CHF | 467,298 CHF | 94.75% | 94.75% |
06/05/2024 | 0.49% | 92.60 % | 93.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,020 CHF | 464,270 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 91.95 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,554 CHF | 458,804 CHF | 99.38% | 99.38% |
02/05/2024 | 0.49% | 90.50 % | 90.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,739 CHF | 462,989 CHF | 99.37% | 99.37% |