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 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,372 CHF | 495,872 CHF | 97.38% | 97.38% |
06/05/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,577 CHF | 496,077 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 98.60 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,676 CHF | 496,176 CHF | 99.38% | 99.38% |
02/05/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,126 CHF | 492,626 CHF | 99.34% | 99.34% |
30/04/2024 | 0.51% | 98.10 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,161 CHF | 493,661 CHF | 99.38% | 99.38% |
29/04/2024 | 0.51% | 98.65 % | 99.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,717 CHF | 496,217 CHF | 99.38% | 99.38% |
26/04/2024 | 0.51% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,173 CHF | 495,673 CHF | 99.38% | 99.38% |
25/04/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,967 CHF | 493,467 CHF | 97.55% | 97.55% |
24/04/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,452 CHF | 494,952 CHF | 99.07% | 99.07% |
23/04/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,554 CHF | 494,054 CHF | 99.38% | 99.38% |