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% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,577 CHF | 482,077 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 96.40 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,271 CHF | 483,771 CHF | 98.35% | 98.35% |
14/05/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,675 CHF | 486,175 CHF | 99.38% | 99.38% |
13/05/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,404 CHF | 481,904 CHF | 98.94% | 98.94% |
10/05/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,987 CHF | 479,487 CHF | 99.38% | 99.38% |
08/05/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,401 CHF | 480,901 CHF | 99.36% | 99.36% |
07/05/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,728 CHF | 482,228 CHF | 94.75% | 94.75% |
06/05/2024 | 0.52% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,048 CHF | 481,548 CHF | 99.37% | 99.37% |
03/05/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,620 CHF | 483,120 CHF | 99.36% | 99.36% |
02/05/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,800 CHF | 484,300 CHF | 99.37% | 99.37% |