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% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,013 CHF | 491,513 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,593 CHF | 493,093 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,042 CHF | 494,542 CHF | 99.37% | 99.37% |
13/05/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,156 CHF | 490,656 CHF | 98.95% | 98.95% |
10/05/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,226 CHF | 488,726 CHF | 99.38% | 99.38% |
08/05/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,425 CHF | 489,925 CHF | 99.36% | 99.36% |
07/05/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,262 CHF | 490,762 CHF | 94.78% | 94.78% |
06/05/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,335 CHF | 489,835 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,591 CHF | 491,091 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,497 CHF | 491,997 CHF | 99.38% | 99.38% |