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 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,094 CHF | 487,594 CHF | 99.37% | 99.37% |
08/05/2024 | 0.52% | 95.65 % | 96.15 % | 500,000 | 500,000 | 500,000 | 499,966 | 478,214 CHF | 480,682 CHF | 99.38% | 99.38% |
07/05/2024 | 0.48% | 94.25 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,302 CHF | 472,552 CHF | 97.35% | 97.35% |
06/05/2024 | 0.48% | 94.50 % | 94.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,146 CHF | 473,396 CHF | 99.38% | 99.38% |
03/05/2024 | 0.48% | 94.00 % | 94.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,842 CHF | 473,092 CHF | 99.37% | 99.37% |
02/05/2024 | 0.48% | 93.60 % | 94.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,171 CHF | 471,421 CHF | 99.34% | 99.34% |
30/04/2024 | 0.48% | 94.60 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,747 CHF | 474,999 CHF | 99.38% | 99.38% |
29/04/2024 | 0.48% | 94.35 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,105 CHF | 473,355 CHF | 99.38% | 99.38% |
26/04/2024 | 0.48% | 93.55 % | 94.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,928 CHF | 470,178 CHF | 99.37% | 99.37% |
25/04/2024 | 0.48% | 92.20 % | 92.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,913 CHF | 466,163 CHF | 97.55% | 97.55% |