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 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,452 CHF | 497,452 CHF | 99.43% | 99.43% |
14/05/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,184 CHF | 495,184 CHF | 98.90% | 98.90% |
13/05/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,806 CHF | 497,806 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,737 CHF | 497,737 CHF | 99.84% | 99.84% |
08/05/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,558 CHF | 494,558 CHF | 97.91% | 97.91% |
07/05/2024 | 0.82% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,620 CHF | 492,620 CHF | 99.46% | 99.46% |
06/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,853 CHF | 500,853 CHF | 100.00% | 100.00% |
03/05/2024 | 0.96% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,337 CHF | 498,077 CHF | 100.00% | 100.00% |
02/05/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,727 CHF | 498,727 CHF | 100.00% | 100.00% |
30/04/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,042 CHF | 500,042 CHF | 99.24% | 99.24% |