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 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 CHF | 504,000 CHF | 99.66% | 99.66% |
10/05/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 CHF | 504,000 CHF | 99.84% | 99.84% |
08/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,864 CHF | 502,864 CHF | 97.31% | 97.31% |
07/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,647 CHF | 502,647 CHF | 99.61% | 99.61% |
06/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,378 CHF | 502,378 CHF | 100.00% | 100.00% |
03/05/2024 | 0.95% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,310 CHF | 501,050 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,021 CHF | 500,021 CHF | 98.11% | 98.11% |
30/04/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,823 CHF | 500,823 CHF | 99.24% | 99.24% |
29/04/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,971 CHF | 500,971 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,774 CHF | 504,774 CHF | 99.69% | 99.69% |