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 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,728 CHF | 498,728 CHF | 98.15% | 98.15% |
07/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,616 CHF | 504,616 CHF | 99.86% | 99.86% |
06/05/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,950 CHF | 504,950 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,747 CHF | 504,488 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,565 CHF | 503,565 CHF | 100.00% | 100.00% |
30/04/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,829 CHF | 503,829 CHF | 99.59% | 99.59% |
29/04/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,298 CHF | 503,298 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 CHF | 502,000 CHF | 99.69% | 99.69% |
25/04/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,317 CHF | 503,317 CHF | 100.00% | 100.00% |
24/04/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,767 CHF | 503,767 CHF | 99.74% | 99.74% |