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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.51% | 101.30 % | 101.80 % | 500,000 | 500,000 | 138,999 | 138,999 | 140,801 CHF | 141,499 CHF | 98.12% | 98.12% |
07/05/2024 | 0.51% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,448 | 145,448 | 147,330 CHF | 148,060 CHF | 99.66% | 99.66% |
06/05/2024 | 0.51% | 101.70 % | 102.20 % | 500,000 | 500,000 | 142,061 | 142,061 | 144,492 CHF | 145,206 CHF | 99.14% | 99.14% |
03/05/2024 | 0.51% | 101.40 % | 101.90 % | 500,000 | 500,000 | 145,135 | 145,135 | 147,104 CHF | 147,833 CHF | 100.00% | 100.00% |
02/05/2024 | 0.51% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,133 | 145,133 | 146,070 CHF | 146,799 CHF | 100.00% | 100.00% |
30/04/2024 | 0.52% | 100.20 % | 100.70 % | 500,000 | 500,000 | 145,610 | 145,610 | 146,137 CHF | 146,870 CHF | 99.23% | 99.23% |
29/04/2024 | 0.53% | 100.40 % | 100.90 % | 500,000 | 500,000 | 144,312 | 144,312 | 144,858 CHF | 145,588 CHF | 99.79% | 99.79% |
26/04/2024 | 0.52% | 99.30 % | 99.80 % | 500,000 | 500,000 | 145,475 | 145,475 | 144,786 CHF | 145,517 CHF | 99.65% | 99.65% |
25/04/2024 | 0.57% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,132 | 145,132 | 146,362 CHF | 147,119 CHF | 100.00% | 100.00% |
24/04/2024 | 0.78% | 100.70 % | 101.20 % | 500,000 | 500,000 | 145,328 | 145,328 | 146,635 CHF | 147,504 CHF | 99.72% | 99.72% |