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% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,540 CHF | 499,040 CHF | 98.82% | 98.82% |
10/05/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,909 CHF | 497,409 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,391 CHF | 493,891 CHF | 99.38% | 99.38% |
07/05/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,398 CHF | 488,898 CHF | 97.39% | 97.39% |
06/05/2024 | 0.51% | 97.45 % | 97.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,341 CHF | 488,841 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,030 CHF | 488,530 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,774 CHF | 487,274 CHF | 99.34% | 99.34% |
30/04/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,113 CHF | 489,613 CHF | 99.38% | 99.38% |
29/04/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,810 CHF | 488,310 CHF | 99.38% | 99.38% |
26/04/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,461 CHF | 485,961 CHF | 99.38% | 99.38% |