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 | 0.85% | 117.10 % | 118.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,783 CHF | 587,783 CHF | 98.91% | 98.91% |
13/05/2024 | 0.68% | 118.00 % | 118.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 589,054 CHF | 593,054 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 117.60 % | 118.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 588,162 CHF | 592,162 CHF | 99.84% | 99.84% |
08/05/2024 | 0.86% | 116.00 % | 117.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 580,969 CHF | 585,969 CHF | 97.91% | 97.91% |
07/05/2024 | 0.87% | 115.70 % | 116.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 574,082 CHF | 579,082 CHF | 99.55% | 99.55% |
06/05/2024 | 0.70% | 114.60 % | 115.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 571,878 CHF | 575,878 CHF | 100.00% | 100.00% |
03/05/2024 | 0.75% | 113.40 % | 114.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 565,124 CHF | 569,383 CHF | 100.00% | 100.00% |
02/05/2024 | 0.88% | 112.10 % | 113.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 566,150 CHF | 571,150 CHF | 100.00% | 100.00% |
30/04/2024 | 0.70% | 113.50 % | 114.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 568,497 CHF | 572,497 CHF | 99.24% | 99.24% |
29/04/2024 | 0.87% | 114.20 % | 115.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 573,466 CHF | 578,466 CHF | 100.00% | 100.00% |