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% | 98.15 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,390 CHF | 491,890 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,622 CHF | 493,122 CHF | 99.37% | 99.37% |
14/05/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,588 CHF | 494,088 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,519 CHF | 494,019 CHF | 98.64% | 98.64% |
10/05/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 499,964 | 490,544 CHF | 493,008 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,793 CHF | 492,293 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,667 CHF | 497,167 CHF | 99.37% | 99.37% |
06/05/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,866 CHF | 493,366 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,470 CHF | 490,970 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,298 CHF | 490,798 CHF | 99.37% | 99.37% |