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 | 0.53% | 93.83 % | 94.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,408 CHF | 472,908 CHF | 99.92% | 99.92% |
15/05/2024 | 0.53% | 93.66 % | 94.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,392 CHF | 469,892 CHF | 98.96% | 98.96% |
14/05/2024 | 0.53% | 92.69 % | 93.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,915 CHF | 470,415 CHF | 82.06% | 82.06% |
13/05/2024 | 0.53% | 93.19 % | 93.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,610 CHF | 472,110 CHF | 85.23% | 85.23% |
10/05/2024 | 0.52% | 94.78 % | 95.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,879 CHF | 478,379 CHF | 98.56% | 98.56% |
08/05/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,572 CHF | 485,072 CHF | 97.37% | 97.37% |
07/05/2024 | 0.50% | 99.08 % | 99.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,286 CHF | 499,786 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 100.21 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,124 CHF | 504,624 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,156 CHF | 494,656 CHF | 99.79% | 99.79% |
02/05/2024 | 0.51% | 98.43 % | 98.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,101 CHF | 494,601 CHF | 100.00% | 100.00% |