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% | 91.60 % | 91.90 % | 500,000 | 500,000 | 499,737 | 499,737 | 458,971 CHF | 460,471 CHF | 99.15% | 99.15% |
15/05/2024 | 0.33% | 90.90 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,419 CHF | 455,919 CHF | 99.42% | 99.42% |
14/05/2024 | 0.33% | 90.60 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,093 CHF | 457,593 CHF | 98.90% | 98.90% |
13/05/2024 | 0.33% | 91.10 % | 91.40 % | 500,000 | 500,000 | 499,737 | 499,737 | 458,930 CHF | 460,430 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 92.90 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,090 CHF | 467,590 CHF | 99.73% | 99.73% |
08/05/2024 | 0.32% | 93.40 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,286 CHF | 472,786 CHF | 98.00% | 98.00% |
07/05/2024 | 0.31% | 97.70 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,431 CHF | 486,931 CHF | 99.53% | 99.53% |
06/05/2024 | 0.31% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,494 CHF | 491,994 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 96.90 % | 97.20 % | 500,000 | 500,000 | 500,000 | 499,575 | 481,526 CHF | 482,617 CHF | 99.53% | 99.53% |
02/05/2024 | 0.31% | 96.30 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,976 CHF | 483,476 CHF | 100.00% | 100.00% |