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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,661 CHF | 491,661 CHF | 100.00% | 100.00% |
10/05/2024 | 1.04% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,553 CHF | 485,553 CHF | 100.00% | 100.00% |
08/05/2024 | 0.85% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,359 CHF | 474,359 CHF | 98.15% | 98.15% |
07/05/2024 | 2.17% | 91.30 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,566 CHF | 464,554 CHF | 99.53% | 99.53% |
06/05/2024 | 2.05% | 92.20 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,606 CHF | 462,977 CHF | 100.00% | 100.00% |
03/05/2024 | 2.10% | 90.00 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,059 CHF | 462,663 CHF | 99.99% | 99.99% |
02/05/2024 | 2.31% | 89.90 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,154 CHF | 460,672 CHF | 99.99% | 99.99% |
30/04/2024 | 0.86% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,776 CHF | 465,776 CHF | 99.22% | 99.22% |
29/04/2024 | 0.98% | 91.70 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,514 CHF | 463,020 CHF | 100.00% | 100.00% |
26/04/2024 | 2.13% | 89.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 447,530 CHF | 457,165 CHF | 99.43% | 99.43% |