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 | 0.84% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,876 CHF | 478,876 CHF | 100.00% | 100.00% |
10/05/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,792 CHF | 478,792 CHF | 99.84% | 99.84% |
08/05/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,598 CHF | 476,598 CHF | 98.15% | 98.15% |
07/05/2024 | 0.85% | 93.90 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,865 CHF | 472,865 CHF | 99.44% | 99.44% |
06/05/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,916 CHF | 474,916 CHF | 100.00% | 100.00% |
03/05/2024 | 0.84% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,125 CHF | 477,125 CHF | 99.99% | 99.99% |
02/05/2024 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,337 CHF | 468,337 CHF | 100.00% | 100.00% |
30/04/2024 | 0.85% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,131 CHF | 472,131 CHF | 99.24% | 99.24% |
29/04/2024 | 0.85% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,330 CHF | 471,330 CHF | 100.00% | 100.00% |
26/04/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,175 CHF | 471,175 CHF | 99.44% | 99.44% |