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 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 499,738 | 499,738 | 474,700 CHF | 476,250 CHF | 99.26% | 99.26% |
15/05/2024 | 0.33% | 94.00 % | 94.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,049 CHF | 471,599 CHF | 99.43% | 99.43% |
14/05/2024 | 0.33% | 93.00 % | 93.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,565 CHF | 469,115 CHF | 98.95% | 98.95% |
13/05/2024 | 0.33% | 92.80 % | 93.11 % | 500,000 | 500,000 | 500,000 | 499,990 | 467,296 CHF | 468,837 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 94.30 % | 94.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,083 CHF | 474,633 CHF | 99.73% | 99.73% |
08/05/2024 | 0.32% | 95.00 % | 95.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,788 CHF | 480,338 CHF | 97.99% | 97.99% |
07/05/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,197 CHF | 494,743 CHF | 99.52% | 99.52% |
06/05/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,733 CHF | 497,283 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,133 CHF | 488,675 CHF | 99.53% | 99.53% |
02/05/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,092 CHF | 486,639 CHF | 100.00% | 100.00% |