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 | 0.54% | 92.75 % | 93.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,815 CHF | 468,315 CHF | 98.31% | 98.31% |
15/05/2024 | 0.53% | 92.95 % | 93.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,010 CHF | 470,510 CHF | 97.53% | 97.53% |
14/05/2024 | 0.53% | 93.49 % | 93.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,281 CHF | 468,781 CHF | 16.38% | 16.38% |
13/05/2024 | 0.54% | 93.28 % | 93.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,839 CHF | 463,339 CHF | 87.03% | 87.03% |
10/05/2024 | 0.56% | 89.54 % | 90.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,647 CHF | 448,147 CHF | 100.00% | 100.00% |
08/05/2024 | 0.56% | 88.90 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,395 CHF | 447,895 CHF | 100.00% | 100.00% |
07/05/2024 | 0.55% | 90.25 % | 90.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,053 CHF | 455,553 CHF | 98.86% | 98.86% |
06/05/2024 | 0.54% | 91.98 % | 92.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,583 CHF | 460,083 CHF | 77.98% | 77.98% |
03/05/2024 | 0.55% | 91.37 % | 91.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,824 CHF | 459,324 CHF | 100.00% | 100.00% |
02/05/2024 | 0.54% | 92.43 % | 92.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,055 CHF | 465,555 CHF | 100.00% | 100.00% |