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% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,042 CHF | 498,042 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,624 CHF | 502,624 CHF | 98.95% | 98.95% |
13/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,117 CHF | 503,117 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,418 CHF | 503,418 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,504 CHF | 500,504 CHF | 98.03% | 98.03% |
07/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,273 CHF | 503,273 CHF | 99.88% | 99.88% |
06/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,869 CHF | 500,869 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,574 CHF | 499,315 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,082 CHF | 499,082 CHF | 100.00% | 100.00% |
30/04/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,532 CHF | 499,532 CHF | 99.59% | 99.59% |