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 | 0.50% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,715 CHF | 497,215 CHF | 99.38% | 99.38% |
15/05/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,845 CHF | 496,345 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,663 CHF | 494,163 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,045 CHF | 495,545 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,632 CHF | 495,132 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,678 CHF | 492,178 CHF | 99.36% | 99.36% |
07/05/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,643 CHF | 490,143 CHF | 94.75% | 94.75% |
06/05/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,927 CHF | 489,427 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 97.05 % | 97.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,248 CHF | 486,748 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,949 CHF | 484,449 CHF | 99.37% | 99.37% |