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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,325 CHF | 499,825 CHF | 99.38% | 99.38% |
14/05/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,669 CHF | 494,169 CHF | 99.38% | 99.38% |
13/05/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,724 CHF | 486,224 CHF | 98.82% | 98.82% |
10/05/2024 | 0.52% | 96.85 % | 97.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,416 CHF | 485,916 CHF | 99.38% | 99.38% |
08/05/2024 | 0.52% | 96.45 % | 96.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,013 CHF | 484,513 CHF | 99.38% | 99.38% |
07/05/2024 | 0.52% | 96.50 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,356 CHF | 482,856 CHF | 97.36% | 97.36% |
06/05/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,893 CHF | 480,393 CHF | 99.38% | 99.38% |
03/05/2024 | 0.52% | 95.80 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,849 CHF | 481,349 CHF | 99.36% | 99.36% |
02/05/2024 | 0.51% | 95.00 % | 95.50 % | 500,000 | 500,000 | 499,966 | 500,000 | 474,094 CHF | 476,572 CHF | 99.34% | 99.34% |
30/04/2024 | 0.48% | 94.45 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,293 CHF | 474,569 CHF | 99.38% | 99.38% |