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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.31% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,652 CHF | 491,152 CHF | 99.43% | 99.43% |
06/05/2024 | 0.51% | 98.20 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,006 CHF | 493,506 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 98.80 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,198 CHF | 497,439 CHF | 100.00% | 100.00% |
02/05/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,421 CHF | 493,921 CHF | 100.00% | 100.00% |
30/04/2024 | 0.30% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,525 CHF | 494,025 CHF | 99.23% | 99.23% |
29/04/2024 | 0.31% | 99.00 % | 99.30 % | 500,000 | 500,000 | 499,212 | 499,212 | 486,727 CHF | 488,228 CHF | 99.79% | 99.79% |
26/04/2024 | 0.31% | 95.70 % | 96.00 % | 500,000 | 500,000 | 499,735 | 499,735 | 477,982 CHF | 479,482 CHF | 99.44% | 99.44% |
25/04/2024 | 0.27% | 110.30 % | 110.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 551,881 CHF | 553,381 CHF | 100.00% | 100.00% |
24/04/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,783 CHF | 502,283 CHF | 99.50% | 99.50% |
23/04/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,403 CHF | 501,903 CHF | 99.73% | 99.73% |