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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.59% | 83.55 % | 84.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,148 CHF | 425,648 CHF | 97.77% | 97.77% |
14/05/2024 | 0.60% | 85.12 % | 85.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,670 CHF | 419,170 CHF | 99.12% | 99.12% |
13/05/2024 | 0.60% | 83.43 % | 83.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,468 CHF | 414,968 CHF | 99.18% | 99.18% |
10/05/2024 | 0.60% | 81.81 % | 82.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,611 CHF | 418,111 CHF | 99.18% | 99.18% |
08/05/2024 | 0.60% | 83.53 % | 84.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,010 CHF | 419,510 CHF | 78.39% | 78.39% |
07/05/2024 | 0.58% | 85.06 % | 85.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,239 CHF | 429,739 CHF | 99.18% | 99.18% |
06/05/2024 | 0.58% | 85.69 % | 86.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,670 CHF | 432,170 CHF | 99.18% | 99.18% |
03/05/2024 | 0.59% | 84.44 % | 84.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,521 CHF | 427,021 CHF | 99.17% | 99.17% |
02/05/2024 | 0.58% | 84.57 % | 85.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,932 CHF | 429,432 CHF | 99.18% | 99.18% |
30/04/2024 | 0.58% | 85.56 % | 86.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,448 CHF | 435,948 CHF | 99.18% | 99.18% |