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% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,175 CHF | 502,675 CHF | 99.38% | 99.38% |
13/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,658 CHF | 503,158 CHF | 98.65% | 98.65% |
10/05/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,778 CHF | 503,278 CHF | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.65 % | 100.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,409 CHF | 500,909 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,848 CHF | 501,348 CHF | 99.38% | 99.38% |
06/05/2024 | 0.50% | 99.25 % | 99.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,182 CHF | 498,682 CHF | 99.37% | 99.37% |
03/05/2024 | 0.50% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,861 CHF | 497,361 CHF | 99.37% | 99.37% |
02/05/2024 | 0.51% | 98.05 % | 98.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,704 CHF | 494,204 CHF | 99.38% | 99.38% |
30/04/2024 | 0.50% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,083 CHF | 496,583 CHF | 99.38% | 99.38% |
29/04/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,545 CHF | 494,045 CHF | 98.52% | 98.52% |