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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.72% | 42.00 % | 42.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 209,000 CHF | 42,100 CHF | 99.38% | 99.38% |
06/05/2024 | 0.72% | 41.30 % | 41.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 206,270 CHF | 41,554 CHF | 99.38% | 99.38% |
03/05/2024 | 0.72% | 41.10 % | 41.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 206,699 CHF | 41,640 CHF | 99.36% | 99.36% |
02/05/2024 | 0.75% | 39.45 % | 39.75 % | 500,000 | 100,000 | 500,000 | 100,000 | 198,833 CHF | 40,067 CHF | 99.38% | 99.38% |
30/04/2024 | 0.77% | 39.05 % | 39.35 % | 500,000 | 100,000 | 500,000 | 100,000 | 193,983 CHF | 39,097 CHF | 99.38% | 99.38% |
29/04/2024 | 0.78% | 39.10 % | 39.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 192,227 CHF | 38,746 CHF | 98.52% | 98.52% |
26/04/2024 | 0.80% | 36.75 % | 37.05 % | 500,000 | 100,000 | 500,000 | 100,000 | 186,911 CHF | 37,681 CHF | 99.37% | 99.37% |
25/04/2024 | 0.78% | 36.65 % | 36.95 % | 500,000 | 100,000 | 500,000 | 100,000 | 183,192 CHF | 36,927 CHF | 96.35% | 96.35% |
24/04/2024 | 0.77% | 36.60 % | 36.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 183,302 CHF | 36,945 CHF | 99.37% | 99.37% |
23/04/2024 | 0.72% | 34.75 % | 35.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 172,148 CHF | 34,680 CHF | 99.38% | 99.38% |