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% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,263 CHF | 491,763 CHF | 99.37% | 99.37% |
15/05/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,325 CHF | 480,825 CHF | 98.35% | 98.35% |
14/05/2024 | 0.48% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,613 CHF | 474,904 CHF | 99.38% | 99.38% |
13/05/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,784 CHF | 480,284 CHF | 98.95% | 98.95% |
10/05/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,877 CHF | 479,377 CHF | 99.38% | 99.38% |
08/05/2024 | 0.48% | 94.20 % | 94.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,260 CHF | 473,510 CHF | 99.37% | 99.37% |
07/05/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,269 CHF | 470,519 CHF | 94.77% | 94.77% |
06/05/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,296 CHF | 467,546 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 92.60 % | 93.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,123 CHF | 462,373 CHF | 99.38% | 99.38% |
02/05/2024 | 0.48% | 91.30 % | 91.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,317 CHF | 466,567 CHF | 99.38% | 99.38% |