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 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,664 CHF | 494,164 CHF | 98.95% | 98.95% |
13/05/2024 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,711 CHF | 494,211 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,356 CHF | 491,856 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 96.80 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,933 CHF | 484,433 CHF | 98.26% | 98.26% |
07/05/2024 | 0.32% | 95.30 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,707 CHF | 476,207 CHF | 99.43% | 99.43% |
06/05/2024 | 0.53% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,145 CHF | 474,645 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 93.90 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,073 CHF | 474,573 CHF | 100.00% | 100.00% |
02/05/2024 | 0.53% | 93.80 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,530 CHF | 472,030 CHF | 100.00% | 100.00% |
30/04/2024 | 0.53% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,962 CHF | 476,462 CHF | 99.23% | 99.23% |
29/04/2024 | 0.32% | 94.60 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,253 CHF | 474,753 CHF | 100.00% | 100.00% |