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% | 95.50 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,130 CHF | 477,621 CHF | 99.38% | 99.38% |
07/05/2024 | 0.48% | 94.70 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,806 CHF | 474,064 CHF | 97.38% | 97.38% |
06/05/2024 | 0.48% | 94.05 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,907 CHF | 473,157 CHF | 99.37% | 99.37% |
03/05/2024 | 0.48% | 93.75 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,743 CHF | 471,993 CHF | 99.35% | 99.35% |
02/05/2024 | 0.49% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 499,999 | 473,946 CHF | 476,270 CHF | 99.34% | 99.34% |
30/04/2024 | 0.52% | 96.35 % | 96.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,999 CHF | 484,499 CHF | 99.36% | 99.36% |
29/04/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,106 CHF | 498,606 CHF | 99.38% | 99.38% |
26/04/2024 | 0.51% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,749 CHF | 496,249 CHF | 99.37% | 99.37% |
25/04/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,689 CHF | 496,189 CHF | 97.54% | 97.54% |
24/04/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,504 CHF | 497,004 CHF | 99.08% | 99.08% |