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% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,153 CHF | 501,653 CHF | 99.61% | 99.61% |
15/05/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,142 CHF | 494,692 CHF | 99.43% | 99.43% |
14/05/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,000 CHF | 490,550 CHF | 98.95% | 98.95% |
13/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,075 CHF | 493,575 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,771 CHF | 494,271 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,891 CHF | 490,441 CHF | 97.91% | 97.91% |
07/05/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,211 CHF | 488,757 CHF | 99.54% | 99.54% |
06/05/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,848 CHF | 486,348 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,692 CHF | 482,945 CHF | 100.00% | 100.00% |
02/05/2024 | 0.32% | 95.70 % | 96.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,413 CHF | 484,960 CHF | 100.00% | 100.00% |