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% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,778 CHF | 499,278 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,809 CHF | 496,309 CHF | 97.34% | 97.34% |
06/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,400 CHF | 494,900 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,721 CHF | 496,221 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,247 CHF | 494,747 CHF | 99.34% | 99.34% |
30/04/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,152 CHF | 492,652 CHF | 99.38% | 99.38% |
29/04/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,919 CHF | 493,419 CHF | 99.38% | 99.38% |
26/04/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,389 CHF | 490,889 CHF | 99.38% | 99.38% |
25/04/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,700 CHF | 488,200 CHF | 97.54% | 97.54% |
24/04/2024 | 0.51% | 97.85 % | 98.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,780 CHF | 492,280 CHF | 99.07% | 99.07% |