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 | 0.52% | 95.78 % | 96.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,319 CHF | 483,819 CHF | 100.00% | 100.00% |
15/05/2024 | 0.52% | 96.59 % | 97.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,400 CHF | 482,900 CHF | 100.00% | 100.00% |
14/05/2024 | 0.52% | 95.79 % | 96.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,734 CHF | 483,234 CHF | 87.43% | 87.43% |
13/05/2024 | 0.52% | 96.22 % | 96.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,185 CHF | 482,685 CHF | 100.00% | 100.00% |
10/05/2024 | 0.52% | 95.68 % | 96.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,397 CHF | 481,897 CHF | 100.00% | 100.00% |
08/05/2024 | 0.52% | 95.42 % | 95.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,277 CHF | 478,777 CHF | 100.00% | 100.00% |
07/05/2024 | 0.53% | 94.92 % | 95.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,371 CHF | 474,871 CHF | 100.00% | 100.00% |
06/05/2024 | 0.53% | 94.62 % | 95.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,795 CHF | 475,295 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 94.38 % | 94.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,424 CHF | 474,924 CHF | 100.00% | 100.00% |
02/05/2024 | 0.51% | 97.22 % | 97.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,702 CHF | 491,202 CHF | 100.00% | 100.00% |