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% | 98.32 % | 98.82 % | 500,000 | 500,000 | 500,000 | 499,997 | 491,736 CHF | 494,233 CHF | 100.00% | 100.00% |
15/05/2024 | 0.51% | 98.06 % | 98.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,992 CHF | 491,492 CHF | 100.00% | 100.00% |
14/05/2024 | 0.51% | 97.49 % | 97.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,717 CHF | 488,217 CHF | 100.00% | 100.00% |
13/05/2024 | 0.52% | 96.88 % | 97.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,202 CHF | 485,702 CHF | 100.00% | 100.00% |
10/05/2024 | 0.52% | 96.54 % | 97.04 % | 500,000 | 500,000 | 500,000 | 499,999 | 483,596 CHF | 486,096 CHF | 100.00% | 100.00% |
08/05/2024 | 0.52% | 96.53 % | 97.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,082 CHF | 484,582 CHF | 100.00% | 100.00% |
07/05/2024 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,149 CHF | 482,649 CHF | 100.00% | 100.00% |
06/05/2024 | 0.52% | 95.78 % | 96.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,589 CHF | 481,089 CHF | 100.00% | 100.00% |
03/05/2024 | 0.52% | 95.17 % | 95.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,274 CHF | 478,774 CHF | 100.00% | 100.00% |
02/05/2024 | 0.52% | 95.24 % | 95.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,347 CHF | 478,847 CHF | 99.99% | 99.99% |