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 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,084 CHF | 494,584 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,403 CHF | 494,903 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,969 CHF | 495,469 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,689 CHF | 497,189 CHF | 98.94% | 98.94% |
10/05/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,552 CHF | 499,052 CHF | 99.22% | 99.22% |
08/05/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,491 CHF | 503,991 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,585 CHF | 514,085 CHF | 94.75% | 94.75% |
06/05/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,799 CHF | 516,299 CHF | 99.37% | 99.37% |
03/05/2024 | 0.49% | 102.05 % | 102.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,726 CHF | 511,226 CHF | 99.29% | 99.29% |
02/05/2024 | 0.49% | 101.80 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,708 CHF | 511,208 CHF | 99.37% | 99.37% |