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 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,932 CHF | 499,932 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,308 CHF | 493,308 CHF | 98.15% | 98.15% |
07/05/2024 | 0.83% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,588 CHF | 486,588 CHF | 99.53% | 99.53% |
06/05/2024 | 0.83% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,010 CHF | 486,010 CHF | 100.00% | 100.00% |
03/05/2024 | 0.88% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,715 CHF | 485,974 CHF | 100.00% | 100.00% |
02/05/2024 | 1.04% | 95.80 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,300 CHF | 484,300 CHF | 100.00% | 100.00% |
30/04/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,365 CHF | 486,365 CHF | 99.22% | 99.22% |
29/04/2024 | 1.03% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,592 CHF | 486,592 CHF | 100.00% | 100.00% |
26/04/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,322 CHF | 483,322 CHF | 99.43% | 99.43% |
25/04/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,612 CHF | 479,612 CHF | 100.00% | 100.00% |