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 | 0.31% | 96.70 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,062 CHF | 485,562 CHF | 99.27% | 99.27% |
15/05/2024 | 0.31% | 96.20 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,357 CHF | 481,857 CHF | 99.44% | 99.44% |
14/05/2024 | 0.31% | 95.70 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,077 CHF | 482,577 CHF | 98.95% | 98.95% |
13/05/2024 | 0.31% | 96.20 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,582 CHF | 485,082 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 96.80 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,575 CHF | 487,075 CHF | 99.73% | 99.73% |
08/05/2024 | 0.30% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,434 CHF | 493,934 CHF | 98.00% | 98.00% |
07/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,996 CHF | 506,496 CHF | 99.53% | 99.53% |
06/05/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,425 CHF | 506,925 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,038 CHF | 501,538 CHF | 99.53% | 99.53% |
02/05/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,946 CHF | 502,446 CHF | 100.00% | 100.00% |