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% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,694 CHF | 498,194 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,693 CHF | 498,193 CHF | 99.38% | 99.38% |
06/05/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,299 CHF | 496,799 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 98.50 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,713 CHF | 494,213 CHF | 99.36% | 99.36% |
02/05/2024 | 0.51% | 97.70 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,752 CHF | 491,252 CHF | 99.38% | 99.38% |
30/04/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,760 CHF | 491,260 CHF | 99.37% | 99.37% |
29/04/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,922 CHF | 490,422 CHF | 98.52% | 98.52% |
26/04/2024 | 0.51% | 97.15 % | 97.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,287 CHF | 488,787 CHF | 99.36% | 99.36% |
25/04/2024 | 0.51% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,891 CHF | 487,391 CHF | 96.35% | 96.35% |
24/04/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,023 CHF | 491,523 CHF | 99.36% | 99.36% |