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 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,018 CHF | 517,018 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,144 CHF | 512,144 CHF | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,921 CHF | 506,921 CHF | 97.91% | 97.91% |
07/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,331 CHF | 506,331 CHF | 99.87% | 99.87% |
06/05/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,777 CHF | 491,777 CHF | 100.00% | 100.00% |
03/05/2024 | 0.88% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,830 CHF | 485,090 CHF | 100.00% | 100.00% |
02/05/2024 | 1.03% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,796 CHF | 486,796 CHF | 100.00% | 100.00% |
30/04/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,955 CHF | 487,955 CHF | 99.59% | 99.59% |
29/04/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,392 CHF | 492,392 CHF | 100.00% | 100.00% |
26/04/2024 | 1.03% | 96.80 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,317 CHF | 487,317 CHF | 99.18% | 99.18% |