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 | 0.48% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,894 CHF | 471,144 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 94.30 % | 94.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,087 CHF | 475,399 CHF | 98.97% | 98.97% |
14/05/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,166 CHF | 473,416 CHF | 99.38% | 99.38% |
13/05/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,104 CHF | 474,356 CHF | 98.82% | 98.82% |
10/05/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,332 CHF | 470,582 CHF | 99.20% | 99.20% |
08/05/2024 | 0.49% | 91.70 % | 92.15 % | 500,000 | 500,000 | 500,000 | 499,885 | 457,590 CHF | 459,735 CHF | 99.05% | 99.05% |
07/05/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,574 CHF | 468,824 CHF | 97.38% | 97.38% |
06/05/2024 | 0.48% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,383 CHF | 467,633 CHF | 99.38% | 99.38% |
03/05/2024 | 0.48% | 93.30 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,414 CHF | 468,664 CHF | 99.37% | 99.37% |
02/05/2024 | 0.49% | 91.35 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,684 CHF | 456,934 CHF | 99.35% | 99.35% |