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 | 0.32% | 94.20 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,033 CHF | 473,533 CHF | 99.50% | 99.50% |
15/05/2024 | 0.32% | 93.80 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,460 CHF | 472,960 CHF | 99.43% | 99.43% |
14/05/2024 | 0.32% | 94.80 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,364 CHF | 469,864 CHF | 98.90% | 98.90% |
13/05/2024 | 0.32% | 94.10 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,603 CHF | 467,103 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 91.30 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,062 CHF | 456,562 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 90.40 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,565 CHF | 454,065 CHF | 98.15% | 98.15% |
07/05/2024 | 0.33% | 91.80 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,144 CHF | 461,644 CHF | 97.95% | 97.95% |
06/05/2024 | 0.32% | 92.90 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,634 CHF | 464,134 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 92.30 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,377 CHF | 462,877 CHF | 99.99% | 99.99% |
02/05/2024 | 0.32% | 93.00 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,622 CHF | 467,122 CHF | 100.00% | 100.00% |