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 | 0.60% | 98.80 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,686 CHF | 498,686 CHF | 98.92% | 98.92% |
13/05/2024 | 0.60% | 98.90 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,944 CHF | 498,944 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 99.20 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,546 CHF | 496,546 CHF | 99.99% | 99.99% |
08/05/2024 | 0.62% | 97.60 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,055 CHF | 486,055 CHF | 98.26% | 98.26% |
07/05/2024 | 0.63% | 95.00 % | 95.60 % | 500,000 | 500,000 | 499,929 | 499,929 | 471,938 CHF | 474,937 CHF | 99.47% | 99.47% |
06/05/2024 | 0.63% | 94.30 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,300 CHF | 480,300 CHF | 100.00% | 100.00% |
03/05/2024 | 0.63% | 94.70 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,308 CHF | 478,308 CHF | 99.98% | 99.98% |
02/05/2024 | 0.63% | 94.70 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,769 CHF | 476,769 CHF | 99.98% | 99.98% |
30/04/2024 | 0.63% | 95.30 % | 95.90 % | 500,000 | 500,000 | 499,549 | 499,549 | 478,516 CHF | 481,514 CHF | 99.99% | 99.99% |
29/04/2024 | 0.62% | 95.20 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,913 CHF | 481,913 CHF | 100.00% | 100.00% |