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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,112 CHF | 502,612 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,269 CHF | 502,769 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,109 CHF | 502,609 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,037 CHF | 502,537 CHF | 100.00% | 100.00% |
30/04/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,205 CHF | 502,705 CHF | 95.93% | 95.93% |
29/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,224 CHF | 502,724 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,862 CHF | 502,362 CHF | 100.00% | 100.00% |
25/04/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,609 CHF | 502,109 CHF | 100.00% | 100.00% |
24/04/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,749 CHF | 502,249 CHF | 100.00% | 100.00% |
23/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,782 CHF | 502,282 CHF | 100.00% | 100.00% |