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 | 0.61% | 131.90 % | 132.70 % | 500,000 | 500,000 | 148,326 | 148,326 | 194,686 CHF | 195,873 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 130.70 % | 131.50 % | 500,000 | 500,000 | 147,682 | 147,682 | 192,519 CHF | 193,701 CHF | 99.84% | 99.84% |
08/05/2024 | 0.76% | 130.90 % | 131.90 % | 500,000 | 500,000 | 142,031 | 142,031 | 185,929 CHF | 187,350 CHF | 98.14% | 98.14% |
07/05/2024 | 0.77% | 130.70 % | 131.70 % | 500,000 | 500,000 | 148,652 | 148,652 | 193,964 CHF | 195,452 CHF | 99.46% | 99.46% |
06/05/2024 | 0.61% | 130.30 % | 131.10 % | 500,000 | 500,000 | 148,267 | 148,267 | 193,377 CHF | 194,563 CHF | 100.00% | 100.00% |
03/05/2024 | 0.67% | 128.60 % | 129.40 % | 500,000 | 500,000 | 147,403 | 147,403 | 190,210 CHF | 191,419 CHF | 99.99% | 99.99% |
02/05/2024 | 0.79% | 130.50 % | 131.50 % | 500,000 | 500,000 | 146,473 | 146,473 | 190,428 CHF | 191,903 CHF | 99.99% | 99.99% |
30/04/2024 | 0.61% | 130.90 % | 131.70 % | 500,000 | 500,000 | 148,619 | 148,619 | 194,500 CHF | 195,689 CHF | 99.59% | 99.59% |
29/04/2024 | 0.78% | 131.30 % | 132.30 % | 500,000 | 500,000 | 147,385 | 147,385 | 193,968 CHF | 195,450 CHF | 99.79% | 99.79% |
26/04/2024 | 0.76% | 131.10 % | 132.10 % | 500,000 | 500,000 | 148,560 | 148,560 | 194,779 CHF | 196,264 CHF | 99.69% | 99.69% |