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 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,435 CHF | 503,435 CHF | 98.92% | 98.92% |
13/05/2024 | 0.40% | 100.00 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,233 CHF | 501,233 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,459 CHF | 501,459 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,359 CHF | 501,359 CHF | 98.41% | 98.41% |
07/05/2024 | 0.20% | 99.90 % | 100.10 % | 500,000 | 500,000 | 499,907 | 499,907 | 498,868 CHF | 499,868 CHF | 99.48% | 99.48% |
06/05/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,724 CHF | 499,724 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 99.10 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,142 CHF | 498,142 CHF | 99.98% | 99.98% |
02/05/2024 | 0.40% | 99.40 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,053 CHF | 498,053 CHF | 99.99% | 99.99% |
30/04/2024 | 0.40% | 98.80 % | 99.20 % | 500,000 | 500,000 | 499,613 | 499,613 | 496,584 CHF | 498,583 CHF | 100.00% | 100.00% |
29/04/2024 | 0.40% | 98.60 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,213 CHF | 496,213 CHF | 100.00% | 100.00% |