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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.50% | 69.40 % | 69.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 346,775 CHF | 348,525 CHF | 99.37% | 99.37% |
13/05/2024 | 0.51% | 68.70 % | 69.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 343,619 CHF | 345,369 CHF | 98.64% | 98.64% |
10/05/2024 | 0.51% | 68.40 % | 68.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 343,600 CHF | 345,350 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 68.40 % | 68.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 341,906 CHF | 343,656 CHF | 99.38% | 99.38% |
07/05/2024 | 0.51% | 68.20 % | 68.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 340,497 CHF | 342,247 CHF | 99.37% | 99.37% |
06/05/2024 | 0.51% | 68.20 % | 68.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,230 CHF | 343,980 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 68.65 % | 69.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 346,597 CHF | 348,347 CHF | 99.37% | 99.37% |
02/05/2024 | 0.52% | 67.60 % | 67.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 338,141 CHF | 339,891 CHF | 99.38% | 99.38% |
30/04/2024 | 0.51% | 67.70 % | 68.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,220 CHF | 343,970 CHF | 99.37% | 99.37% |
29/04/2024 | 0.51% | 68.70 % | 69.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 341,504 CHF | 343,254 CHF | 98.51% | 98.51% |