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 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,876 CHF | 508,376 CHF | 99.37% | 99.37% |
14/05/2024 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,200 CHF | 501,700 CHF | 99.37% | 99.37% |
13/05/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,852 CHF | 492,352 CHF | 98.82% | 98.82% |
10/05/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,446 CHF | 491,946 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,607 CHF | 490,107 CHF | 99.38% | 99.38% |
07/05/2024 | 0.51% | 97.65 % | 98.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,722 CHF | 488,222 CHF | 97.38% | 97.38% |
06/05/2024 | 0.52% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,682 CHF | 485,182 CHF | 99.37% | 99.37% |
03/05/2024 | 0.52% | 96.80 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,611 CHF | 486,111 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 95.75 % | 96.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,808 CHF | 480,308 CHF | 99.34% | 99.34% |
30/04/2024 | 0.52% | 95.05 % | 95.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,381 CHF | 477,880 CHF | 99.38% | 99.38% |