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 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,836 CHF | 502,336 CHF | 99.39% | 99.39% |
13/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,057 CHF | 501,557 CHF | 98.82% | 98.82% |
10/05/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,287 CHF | 496,787 CHF | 99.37% | 99.37% |
08/05/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,561 CHF | 489,061 CHF | 99.38% | 99.38% |
07/05/2024 | 0.52% | 95.85 % | 96.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,000 CHF | 480,500 CHF | 97.35% | 97.35% |
06/05/2024 | 0.52% | 96.15 % | 96.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,254 CHF | 481,754 CHF | 99.38% | 99.38% |
03/05/2024 | 0.52% | 95.60 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,929 CHF | 481,429 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 95.15 % | 95.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,056 CHF | 479,556 CHF | 99.35% | 99.35% |
30/04/2024 | 0.52% | 96.25 % | 96.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,955 CHF | 483,455 CHF | 99.38% | 99.38% |
29/04/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,179 CHF | 481,679 CHF | 99.38% | 99.38% |