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 | 0.65% | 122.80 % | 123.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 616,202 CHF | 620,202 CHF | 99.43% | 99.43% |
14/05/2024 | 0.65% | 123.50 % | 124.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 613,268 CHF | 617,268 CHF | 99.03% | 99.03% |
13/05/2024 | 0.81% | 122.20 % | 123.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 611,312 CHF | 616,312 CHF | 100.00% | 100.00% |
10/05/2024 | 0.82% | 121.80 % | 122.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 610,274 CHF | 615,274 CHF | 99.84% | 99.84% |
08/05/2024 | 0.66% | 121.40 % | 122.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 607,780 CHF | 611,780 CHF | 98.15% | 98.15% |
07/05/2024 | 0.66% | 121.90 % | 122.70 % | 500,000 | 500,000 | 499,968 | 500,000 | 607,148 CHF | 611,186 CHF | 99.44% | 99.44% |
06/05/2024 | 0.83% | 120.10 % | 121.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 598,085 CHF | 603,085 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 118.40 % | 119.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 593,635 CHF | 598,376 CHF | 100.00% | 100.00% |
02/05/2024 | 0.67% | 118.40 % | 119.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 591,230 CHF | 595,230 CHF | 99.99% | 99.99% |
30/04/2024 | 0.86% | 115.90 % | 116.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 581,252 CHF | 586,252 CHF | 99.24% | 99.24% |