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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,660 CHF | 500,660 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,431 CHF | 500,431 CHF | 98.15% | 98.15% |
07/05/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,133 CHF | 498,133 CHF | 99.43% | 99.43% |
06/05/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,447 CHF | 497,447 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,313 CHF | 494,572 CHF | 100.00% | 100.00% |
02/05/2024 | 1.02% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,434 CHF | 494,434 CHF | 100.00% | 100.00% |
30/04/2024 | 0.81% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,349 CHF | 493,349 CHF | 99.23% | 99.23% |
29/04/2024 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,671 CHF | 485,671 CHF | 100.00% | 100.00% |
26/04/2024 | 1.04% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,492 CHF | 485,492 CHF | 99.68% | 99.68% |
25/04/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,067 CHF | 483,067 CHF | 100.00% | 100.00% |