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 | 0.48% | 94.35 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,076 CHF | 474,350 CHF | 98.65% | 98.65% |
10/05/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,040 CHF | 474,290 CHF | 99.37% | 99.37% |
08/05/2024 | 0.48% | 94.10 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,169 CHF | 472,419 CHF | 99.37% | 99.37% |
07/05/2024 | 0.48% | 93.85 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,352 CHF | 470,602 CHF | 99.37% | 99.37% |
06/05/2024 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,158 CHF | 471,408 CHF | 99.38% | 99.38% |
03/05/2024 | 0.49% | 93.90 % | 94.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,842 CHF | 475,160 CHF | 99.38% | 99.38% |
02/05/2024 | 0.48% | 92.85 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,576 CHF | 466,826 CHF | 99.37% | 99.37% |
30/04/2024 | 0.48% | 92.90 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,886 CHF | 470,136 CHF | 99.38% | 99.38% |
29/04/2024 | 0.48% | 93.80 % | 94.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,681 CHF | 468,931 CHF | 98.51% | 98.51% |
26/04/2024 | 0.48% | 93.50 % | 93.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,484 CHF | 468,734 CHF | 99.37% | 99.37% |