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% | 99.41 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,121 CHF | 501,121 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 99.42 % | 100.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,704 CHF | 500,704 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.27 % | 100.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,284 CHF | 500,284 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.19 % | 99.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,689 CHF | 499,689 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.09 % | 99.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,900 CHF | 499,900 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.26 % | 100.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,457 CHF | 500,457 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 99.37 % | 100.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,848 CHF | 500,848 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 99.29 % | 100.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,178 CHF | 500,178 CHF | 97.88% | 97.88% |
25/04/2024 | 0.80% | 99.15 % | 99.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,218 CHF | 500,218 CHF | 100.00% | 100.00% |
24/04/2024 | 0.80% | 99.25 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,296 CHF | 500,296 CHF | 100.00% | 100.00% |