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% | 78.95 % | 79.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 397,025 CHF | 399,025 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 79.40 % | 79.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,736 CHF | 402,736 CHF | 99.37% | 99.37% |
14/05/2024 | 0.50% | 79.95 % | 80.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 395,610 CHF | 397,610 CHF | 99.37% | 99.37% |
13/05/2024 | 0.51% | 79.75 % | 80.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,868 CHF | 392,868 CHF | 98.65% | 98.65% |
10/05/2024 | 0.51% | 75.40 % | 75.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 374,541 CHF | 376,472 CHF | 99.37% | 99.37% |
08/05/2024 | 0.47% | 73.90 % | 74.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 370,794 CHF | 372,549 CHF | 99.38% | 99.38% |
07/05/2024 | 0.52% | 75.40 % | 75.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 378,537 CHF | 380,517 CHF | 98.23% | 98.23% |
06/05/2024 | 0.52% | 76.90 % | 77.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 382,328 CHF | 384,328 CHF | 99.38% | 99.38% |
03/05/2024 | 0.52% | 76.40 % | 76.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,905 CHF | 383,905 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 77.45 % | 77.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,226 CHF | 390,226 CHF | 99.37% | 99.37% |