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 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,183 CHF | 499,683 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,843 CHF | 496,343 CHF | 99.38% | 99.38% |
14/05/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,202 CHF | 494,702 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,535 CHF | 492,035 CHF | 98.82% | 98.82% |
10/05/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,010 CHF | 491,510 CHF | 99.36% | 99.36% |
08/05/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,114 CHF | 488,614 CHF | 99.38% | 99.38% |
07/05/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,866 CHF | 488,366 CHF | 97.35% | 97.35% |
06/05/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,323 CHF | 490,823 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,039 CHF | 494,539 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,302 CHF | 489,802 CHF | 99.33% | 99.33% |