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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.49% | 93.05 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,482 CHF | 462,732 CHF | 99.36% | 99.36% |
07/05/2024 | 0.50% | 90.20 % | 90.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,461 CHF | 448,711 CHF | 94.78% | 94.78% |
06/05/2024 | 0.50% | 88.95 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,008 CHF | 455,258 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 89.60 % | 90.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,923 CHF | 452,173 CHF | 99.37% | 99.37% |
02/05/2024 | 0.50% | 89.40 % | 89.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,411 CHF | 449,661 CHF | 99.38% | 99.38% |
30/04/2024 | 0.49% | 90.40 % | 90.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,392 CHF | 457,642 CHF | 99.38% | 99.38% |
29/04/2024 | 0.49% | 90.35 % | 90.80 % | 500,000 | 500,000 | 499,994 | 500,000 | 455,857 CHF | 458,112 CHF | 99.36% | 99.36% |
26/04/2024 | 0.49% | 91.40 % | 91.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,779 CHF | 460,029 CHF | 99.37% | 99.37% |
25/04/2024 | 0.51% | 89.80 % | 90.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,922 CHF | 443,172 CHF | 99.37% | 99.37% |
24/04/2024 | 0.48% | 93.25 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,591 CHF | 469,841 CHF | 99.37% | 99.37% |