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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,967 CHF | 506,467 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,140 CHF | 502,640 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,772 CHF | 496,272 CHF | 98.15% | 98.15% |
07/05/2024 | 0.31% | 98.10 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,434 CHF | 490,934 CHF | 99.54% | 99.54% |
06/05/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,839 CHF | 491,339 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 97.50 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,409 CHF | 490,909 CHF | 100.00% | 100.00% |
02/05/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,707 CHF | 489,207 CHF | 99.99% | 99.99% |
30/04/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,486 CHF | 492,986 CHF | 99.22% | 99.22% |
29/04/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 499,475 | 499,475 | 491,247 CHF | 493,746 CHF | 100.00% | 100.00% |
26/04/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,569 CHF | 487,069 CHF | 99.43% | 99.43% |