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 | 1.10% | 95.10 % | 96.10 % | 500,000 | 500,000 | 145,760 | 145,760 | 137,300 CHF | 138,765 CHF | 98.95% | 98.95% |
13/05/2024 | 0.88% | 94.80 % | 95.60 % | 500,000 | 500,000 | 143,015 | 143,015 | 135,370 CHF | 136,521 CHF | 99.41% | 99.41% |
10/05/2024 | 0.89% | 93.00 % | 93.80 % | 500,000 | 500,000 | 144,335 | 144,335 | 135,292 CHF | 136,457 CHF | 100.00% | 100.00% |
08/05/2024 | 1.09% | 95.10 % | 96.10 % | 500,000 | 500,000 | 138,397 | 138,397 | 131,417 CHF | 132,811 CHF | 98.13% | 98.13% |
07/05/2024 | 1.04% | 100.40 % | 101.40 % | 500,000 | 500,000 | 144,810 | 144,810 | 145,317 CHF | 146,776 CHF | 99.44% | 99.44% |
06/05/2024 | 0.82% | 100.70 % | 101.50 % | 500,000 | 500,000 | 144,865 | 144,865 | 146,652 CHF | 147,819 CHF | 100.00% | 100.00% |
03/05/2024 | 0.89% | 99.30 % | 100.10 % | 500,000 | 500,000 | 144,690 | 144,690 | 144,371 CHF | 145,562 CHF | 99.99% | 99.99% |
02/05/2024 | 1.04% | 98.60 % | 99.60 % | 500,000 | 500,000 | 144,885 | 144,885 | 143,064 CHF | 144,520 CHF | 99.99% | 99.99% |
30/04/2024 | 0.85% | 100.00 % | 100.80 % | 500,000 | 500,000 | 142,632 | 142,632 | 143,530 CHF | 144,707 CHF | 99.23% | 99.23% |
29/04/2024 | 1.43% | 100.70 % | 101.70 % | 500,000 | 500,000 | 131,150 | 131,150 | 131,303 CHF | 132,763 CHF | 96.42% | 96.42% |