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 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,801 CHF | 489,801 CHF | 99.60% | 99.60% |
15/05/2024 | 0.82% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,585 CHF | 487,585 CHF | 99.43% | 99.43% |
14/05/2024 | 0.83% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,169 CHF | 485,169 CHF | 98.94% | 98.94% |
13/05/2024 | 0.83% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,564 CHF | 483,564 CHF | 100.00% | 100.00% |
10/05/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,169 CHF | 474,169 CHF | 100.00% | 100.00% |
08/05/2024 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,360 CHF | 471,360 CHF | 98.15% | 98.15% |
07/05/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,089 CHF | 475,089 CHF | 97.94% | 97.94% |
06/05/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,920 CHF | 477,920 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,100 CHF | 476,100 CHF | 100.00% | 100.00% |
02/05/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,573 CHF | 480,573 CHF | 100.00% | 100.00% |