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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.81% | 98.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,600 CHF | 502,600 CHF | 99.44% | 99.44% |
14/05/2024 | 1.82% | 98.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,670 CHF | 498,670 CHF | 98.95% | 98.95% |
13/05/2024 | 1.81% | 98.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,521 CHF | 502,521 CHF | 100.00% | 100.00% |
10/05/2024 | 1.81% | 98.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,865 CHF | 502,865 CHF | 99.84% | 99.84% |
08/05/2024 | 1.83% | 97.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,895 CHF | 496,895 CHF | 97.91% | 97.91% |
07/05/2024 | 1.83% | 97.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,465 CHF | 496,465 CHF | 99.64% | 99.64% |
06/05/2024 | 1.84% | 97.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,063 CHF | 494,063 CHF | 100.00% | 100.00% |
03/05/2024 | 1.84% | 97.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,690 CHF | 492,690 CHF | 100.00% | 100.00% |
02/05/2024 | 1.84% | 96.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,467 CHF | 494,467 CHF | 100.00% | 100.00% |
30/04/2024 | 1.84% | 97.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,409 CHF | 494,409 CHF | 99.59% | 99.59% |