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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.50% | 90.15 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,895 CHF | 453,145 CHF | 99.37% | 99.37% |
13/05/2024 | 0.50% | 89.15 % | 89.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,810 CHF | 448,060 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 88.55 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,417 CHF | 447,667 CHF | 99.36% | 99.36% |
08/05/2024 | 0.51% | 88.55 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,312 CHF | 444,562 CHF | 99.38% | 99.38% |
07/05/2024 | 0.51% | 88.10 % | 88.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,358 CHF | 441,608 CHF | 99.37% | 99.37% |
06/05/2024 | 0.51% | 87.95 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,461 CHF | 443,711 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 88.55 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,759 CHF | 450,009 CHF | 99.37% | 99.37% |
02/05/2024 | 0.52% | 86.75 % | 87.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,057 CHF | 436,307 CHF | 99.38% | 99.38% |
30/04/2024 | 0.51% | 86.90 % | 87.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 439,998 CHF | 442,248 CHF | 99.38% | 99.38% |
29/04/2024 | 0.51% | 88.35 % | 88.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,429 CHF | 440,679 CHF | 98.51% | 98.51% |