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 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,308 CHF | 485,858 CHF | 99.62% | 99.62% |
15/05/2024 | 0.32% | 96.10 % | 96.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,801 CHF | 484,351 CHF | 99.43% | 99.43% |
14/05/2024 | 0.32% | 96.30 % | 96.61 % | 500,000 | 500,000 | 500,000 | 499,906 | 477,281 CHF | 478,741 CHF | 98.93% | 98.93% |
13/05/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 500,000 | 499,989 | 475,797 CHF | 477,336 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 93.70 % | 94.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,158 CHF | 468,708 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 92.90 % | 93.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,676 CHF | 466,226 CHF | 98.26% | 98.26% |
07/05/2024 | 0.33% | 93.50 % | 93.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,243 CHF | 470,789 CHF | 97.95% | 97.95% |
06/05/2024 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,322 CHF | 473,872 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 94.30 % | 94.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,179 CHF | 472,721 CHF | 100.00% | 100.00% |
02/05/2024 | 0.33% | 95.00 % | 95.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,055 CHF | 476,602 CHF | 100.00% | 100.00% |