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 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,750 CHF | 502,750 CHF | 99.43% | 99.43% |
14/05/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,461 CHF | 503,461 CHF | 99.03% | 99.03% |
13/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,058 CHF | 503,058 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,458 CHF | 503,458 CHF | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,273 CHF | 503,273 CHF | 98.26% | 98.26% |
07/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,669 CHF | 502,669 CHF | 99.44% | 99.44% |
06/05/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,985 CHF | 501,985 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,964 CHF | 502,223 CHF | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,103 CHF | 501,103 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,488 CHF | 500,488 CHF | 99.24% | 99.24% |