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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.47% | 73.20 % | 73.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 367,863 CHF | 73,923 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 71.30 % | 71.65 % | 500,000 | 100,000 | 500,000 | 100,000 | 356,410 CHF | 71,632 CHF | 99.38% | 99.38% |
07/05/2024 | 0.48% | 72.50 % | 72.85 % | 500,000 | 100,000 | 500,000 | 100,000 | 360,937 CHF | 72,537 CHF | 99.37% | 99.37% |
06/05/2024 | 0.49% | 71.40 % | 71.75 % | 500,000 | 100,000 | 500,000 | 100,000 | 356,464 CHF | 71,643 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 71.00 % | 71.35 % | 500,000 | 100,000 | 500,000 | 100,000 | 356,318 CHF | 71,614 CHF | 99.36% | 99.36% |
02/05/2024 | 0.51% | 68.20 % | 68.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 343,568 CHF | 69,064 CHF | 99.37% | 99.37% |
30/04/2024 | 0.52% | 67.35 % | 67.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 334,827 CHF | 67,315 CHF | 99.37% | 99.37% |
29/04/2024 | 0.53% | 67.45 % | 67.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 332,456 CHF | 66,841 CHF | 98.52% | 98.52% |
26/04/2024 | 0.49% | 63.95 % | 64.25 % | 500,000 | 100,000 | 500,000 | 100,000 | 324,152 CHF | 65,149 CHF | 99.37% | 99.37% |
25/04/2024 | 0.47% | 63.25 % | 63.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 317,450 CHF | 63,790 CHF | 96.34% | 96.34% |