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% | 99.45 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,265 CHF | 499,765 CHF | 99.37% | 99.37% |
15/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,013 CHF | 498,513 CHF | 99.38% | 99.38% |
14/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,237 CHF | 497,737 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.35 % | 99.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,762 CHF | 499,262 CHF | 98.83% | 98.83% |
10/05/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,775 CHF | 498,275 CHF | 99.38% | 99.38% |
08/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,103 CHF | 498,603 CHF | 99.38% | 99.38% |
07/05/2024 | 0.51% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,690 CHF | 495,190 CHF | 97.35% | 97.35% |
06/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,359 CHF | 493,859 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,832 CHF | 493,332 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,339 CHF | 491,839 CHF | 99.33% | 99.33% |