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 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,755 CHF | 502,255 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,338 CHF | 500,838 CHF | 94.78% | 94.78% |
06/05/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,962 CHF | 488,462 CHF | 99.37% | 99.37% |
03/05/2024 | 0.51% | 97.10 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,416 CHF | 486,916 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,786 CHF | 479,286 CHF | 99.38% | 99.38% |
30/04/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,133 CHF | 480,633 CHF | 99.37% | 99.37% |
29/04/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,041 CHF | 479,532 CHF | 99.37% | 99.37% |
26/04/2024 | 0.50% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,894 CHF | 476,280 CHF | 99.37% | 99.37% |
25/04/2024 | 0.50% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,368 CHF | 475,750 CHF | 99.38% | 99.38% |
24/04/2024 | 0.50% | 94.75 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,020 CHF | 476,407 CHF | 99.36% | 99.36% |