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 | 0.51% | 88.55 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,777 CHF | 445,027 CHF | 98.65% | 98.65% |
10/05/2024 | 0.51% | 87.75 % | 88.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,931 CHF | 444,181 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 87.65 % | 88.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,790 CHF | 440,040 CHF | 99.37% | 99.37% |
07/05/2024 | 0.52% | 87.05 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,852 CHF | 436,102 CHF | 99.37% | 99.37% |
06/05/2024 | 0.51% | 86.80 % | 87.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,276 CHF | 438,526 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 87.55 % | 88.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,876 CHF | 446,126 CHF | 99.36% | 99.36% |
02/05/2024 | 0.52% | 85.15 % | 85.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,242 CHF | 428,468 CHF | 99.38% | 99.38% |
30/04/2024 | 0.52% | 85.30 % | 85.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,544 CHF | 435,794 CHF | 99.37% | 99.37% |
29/04/2024 | 0.52% | 87.15 % | 87.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,397 CHF | 433,647 CHF | 98.51% | 98.51% |
26/04/2024 | 0.52% | 86.65 % | 87.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,333 CHF | 433,583 CHF | 99.38% | 99.38% |