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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,965 CHF | 504,965 CHF | 99.62% | 99.62% |
15/05/2024 | 0.79% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,520 CHF | 505,520 CHF | 99.41% | 99.41% |
14/05/2024 | 0.80% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,879 CHF | 503,879 CHF | 98.95% | 98.95% |
13/05/2024 | 0.80% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,286 CHF | 503,286 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,528 CHF | 494,528 CHF | 99.84% | 99.84% |
08/05/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,159 CHF | 491,159 CHF | 98.15% | 98.15% |
07/05/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,585 CHF | 495,585 CHF | 99.17% | 99.17% |
06/05/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,975 CHF | 493,975 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,867 CHF | 491,867 CHF | 100.00% | 100.00% |
02/05/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,906 CHF | 491,906 CHF | 100.00% | 100.00% |