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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,942 CHF | 502,442 CHF | 97.55% | 97.55% |
24/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,828 CHF | 502,328 CHF | 99.08% | 99.08% |
23/04/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,502 CHF | 500,002 CHF | 99.37% | 99.37% |
22/04/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,860 CHF | 498,360 CHF | 99.38% | 99.38% |
19/04/2024 | 0.51% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,789 CHF | 496,289 CHF | 99.38% | 99.38% |
18/04/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,197 CHF | 496,697 CHF | 99.38% | 99.38% |
17/04/2024 | 0.50% | 98.95 % | 99.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,366 CHF | 496,866 CHF | 99.38% | 99.38% |
16/04/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,674 CHF | 496,174 CHF | 99.37% | 99.37% |
15/04/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,106 CHF | 498,606 CHF | 99.38% | 99.38% |
12/04/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,236 CHF | 503,736 CHF | 99.39% | 99.39% |