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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.80% | 100.10 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,575 CHF | 504,575 CHF | 83.59% | 97.91% |
07/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 CHF | 504,500 CHF | 99.42% | 99.42% |
06/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 CHF | 505,000 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,317 CHF | 504,317 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,293 CHF | 504,293 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 CHF | 502,500 CHF | 99.24% | 99.24% |
29/04/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 CHF | 502,500 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 CHF | 501,500 CHF | 99.17% | 99.17% |
25/04/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,530 CHF | 502,530 CHF | 100.00% | 100.00% |
24/04/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,454 CHF | 502,454 CHF | 99.76% | 99.76% |