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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,009 CHF | 498,009 CHF | 99.43% | 99.43% |
14/05/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,580 CHF | 499,580 CHF | 98.89% | 98.89% |
13/05/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,552 CHF | 497,552 CHF | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,038 CHF | 497,038 CHF | 99.84% | 99.84% |
08/05/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,908 CHF | 494,908 CHF | 98.15% | 98.15% |
07/05/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,597 CHF | 491,597 CHF | 99.54% | 99.54% |
06/05/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,549 CHF | 491,549 CHF | 100.00% | 100.00% |
03/05/2024 | 0.81% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,154 CHF | 494,154 CHF | 100.00% | 100.00% |
02/05/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,721 CHF | 487,721 CHF | 100.00% | 100.00% |
30/04/2024 | 0.82% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,338 CHF | 487,338 CHF | 99.23% | 99.23% |