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% | 100.00 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 CHF | 100,500 CHF | 99.87% | 99.87% |
06/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,000 CHF | 100,500 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,009 CHF | 502,509 CHF | 100.00% | 100.00% |
02/05/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,500 CHF | 100.00% | 100.00% |
30/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,119 CHF | 502,619 CHF | 99.59% | 99.59% |
29/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,500 CHF | 100.00% | 100.00% |
26/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,738 CHF | 502,238 CHF | 99.68% | 99.68% |
25/04/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,534 CHF | 502,034 CHF | 100.00% | 100.00% |
24/04/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,982 CHF | 502,482 CHF | 99.73% | 99.73% |
23/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,500 CHF | 100.00% | 100.00% |