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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,178 CHF | 483,678 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,983 CHF | 475,294 CHF | 97.39% | 97.39% |
06/05/2024 | 0.50% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,841 CHF | 476,222 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,702 CHF | 476,051 CHF | 99.35% | 99.35% |
02/05/2024 | 0.48% | 94.15 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,907 CHF | 474,157 CHF | 99.34% | 99.34% |
30/04/2024 | 0.52% | 95.25 % | 95.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,673 CHF | 478,173 CHF | 99.37% | 99.37% |
29/04/2024 | 0.50% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,781 CHF | 476,177 CHF | 99.38% | 99.38% |
26/04/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,554 CHF | 472,804 CHF | 99.37% | 99.37% |
25/04/2024 | 0.48% | 92.70 % | 93.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,894 CHF | 468,144 CHF | 97.55% | 97.55% |
24/04/2024 | 0.48% | 93.40 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,809 CHF | 471,059 CHF | 99.07% | 99.07% |