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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.49% | 91.70 % | 92.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,761 CHF | 461,011 CHF | 98.65% | 98.65% |
10/05/2024 | 0.49% | 91.35 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,589 CHF | 460,839 CHF | 99.36% | 99.36% |
08/05/2024 | 0.49% | 91.35 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,431 CHF | 458,681 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 91.05 % | 91.50 % | 500,000 | 500,000 | 500,000 | 499,653 | 454,370 CHF | 456,304 CHF | 99.37% | 99.37% |
06/05/2024 | 0.49% | 90.85 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,461 CHF | 457,711 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 91.25 % | 91.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,810 CHF | 462,060 CHF | 99.37% | 99.37% |
02/05/2024 | 0.50% | 89.95 % | 90.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,116 CHF | 452,366 CHF | 99.38% | 99.38% |
30/04/2024 | 0.49% | 90.00 % | 90.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,055 CHF | 456,305 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 91.05 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,707 CHF | 454,957 CHF | 98.50% | 98.50% |
26/04/2024 | 0.50% | 90.75 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,592 CHF | 454,842 CHF | 99.37% | 99.37% |