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 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,111 CHF | 492,611 CHF | 99.37% | 99.37% |
15/05/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,522 CHF | 494,022 CHF | 98.35% | 98.35% |
14/05/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,705 CHF | 494,205 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,534 CHF | 494,034 CHF | 98.94% | 98.94% |
10/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,455 CHF | 494,955 CHF | 99.38% | 99.38% |
08/05/2024 | 0.51% | 98.35 % | 98.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,554 CHF | 495,054 CHF | 99.37% | 99.37% |
07/05/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,893 CHF | 494,393 CHF | 94.77% | 94.77% |
06/05/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,456 CHF | 490,956 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,093 CHF | 491,593 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,408 CHF | 490,908 CHF | 99.38% | 99.38% |