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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 CHF | 502,000 CHF | 99.80% | 99.80% |
10/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,975 CHF | 501,975 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 CHF | 501,000 CHF | 98.26% | 98.26% |
07/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,634 CHF | 501,634 CHF | 99.88% | 99.88% |
06/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,850 CHF | 501,850 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,997 CHF | 500,737 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,999 CHF | 499,999 CHF | 100.00% | 100.00% |
30/04/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,001 CHF | 499,001 CHF | 99.59% | 99.59% |
29/04/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 CHF | 502,000 CHF | 100.00% | 100.00% |
26/04/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,500 CHF | 498,500 CHF | 99.44% | 99.44% |