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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.50% | 79.90 % | 80.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,623 CHF | 401,623 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 79.05 % | 79.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,290 CHF | 401,290 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 79.05 % | 79.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 394,840 CHF | 396,840 CHF | 99.37% | 99.37% |
07/05/2024 | 0.51% | 78.40 % | 78.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,493 CHF | 392,493 CHF | 99.38% | 99.38% |
06/05/2024 | 0.51% | 78.20 % | 78.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,734 CHF | 395,734 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 79.15 % | 79.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,316 CHF | 405,316 CHF | 99.35% | 99.35% |
02/05/2024 | 0.52% | 76.55 % | 76.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 383,438 CHF | 385,438 CHF | 99.37% | 99.37% |
30/04/2024 | 0.51% | 76.70 % | 77.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 392,103 CHF | 394,103 CHF | 99.37% | 99.37% |
29/04/2024 | 0.51% | 78.95 % | 79.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,997 CHF | 391,997 CHF | 98.51% | 98.51% |
26/04/2024 | 0.51% | 78.45 % | 78.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,249 CHF | 392,249 CHF | 99.38% | 99.38% |