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 | 0.50% | 82.65 % | 83.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,441 CHF | 404,441 CHF | 99.37% | 99.37% |
07/05/2024 | 0.51% | 78.65 % | 79.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,422 CHF | 393,422 CHF | 99.38% | 99.38% |
06/05/2024 | 0.52% | 77.70 % | 78.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 387,055 CHF | 389,055 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 77.85 % | 78.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,111 CHF | 391,111 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 76.60 % | 77.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,144 CHF | 386,144 CHF | 99.37% | 99.37% |
30/04/2024 | 0.52% | 76.55 % | 76.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,080 CHF | 386,080 CHF | 99.37% | 99.37% |
29/04/2024 | 0.51% | 77.45 % | 77.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 388,004 CHF | 390,004 CHF | 98.50% | 98.50% |
26/04/2024 | 0.51% | 78.00 % | 78.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,378 CHF | 393,378 CHF | 99.37% | 99.37% |
25/04/2024 | 0.51% | 78.20 % | 78.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,669 CHF | 395,669 CHF | 96.35% | 96.35% |
24/04/2024 | 0.50% | 79.05 % | 79.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,962 CHF | 398,962 CHF | 99.36% | 99.36% |