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% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,352 CHF | 483,852 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,135 CHF | 479,635 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,857 CHF | 477,296 CHF | 99.37% | 99.37% |
13/05/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,250 CHF | 472,500 CHF | 98.94% | 98.94% |
10/05/2024 | 0.49% | 94.75 % | 95.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,310 CHF | 475,623 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,001 CHF | 476,373 CHF | 99.36% | 99.36% |
07/05/2024 | 0.48% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,495 CHF | 474,772 CHF | 94.75% | 94.75% |
06/05/2024 | 0.51% | 94.75 % | 95.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,910 CHF | 477,356 CHF | 99.37% | 99.37% |
03/05/2024 | 0.52% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,931 CHF | 480,431 CHF | 99.37% | 99.37% |
02/05/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,442 CHF | 482,942 CHF | 99.37% | 99.37% |