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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.73% | 109.50 % | 110.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,545 CHF | 550,545 CHF | 98.95% | 98.95% |
13/05/2024 | 0.73% | 109.20 % | 110.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,326 CHF | 551,326 CHF | 100.00% | 100.00% |
10/05/2024 | 0.73% | 110.20 % | 111.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,168 CHF | 552,168 CHF | 99.84% | 99.84% |
08/05/2024 | 0.75% | 106.50 % | 107.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,937 CHF | 532,937 CHF | 98.15% | 98.15% |
07/05/2024 | 0.75% | 105.10 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,776 CHF | 532,776 CHF | 99.43% | 99.43% |
06/05/2024 | 0.76% | 105.10 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,571 CHF | 526,571 CHF | 100.00% | 100.00% |
03/05/2024 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,430 CHF | 522,430 CHF | 99.99% | 99.99% |
02/05/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,295 CHF | 518,295 CHF | 100.00% | 100.00% |
30/04/2024 | 0.77% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,706 CHF | 523,706 CHF | 99.24% | 99.24% |
29/04/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,122 CHF | 521,122 CHF | 100.00% | 100.00% |