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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 506,500 CHF | 99.80% | 99.80% |
10/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 CHF | 506,500 CHF | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 499,522 | 498,500 CHF | 503,019 CHF | 98.15% | 98.15% |
07/05/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,906 CHF | 504,906 CHF | 99.88% | 99.88% |
06/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,413 CHF | 502,413 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,807 CHF | 501,066 CHF | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,000 CHF | 501,000 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 CHF | 501,000 CHF | 99.59% | 99.59% |
29/04/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 CHF | 511,500 CHF | 100.00% | 100.00% |
26/04/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 CHF | 510,500 CHF | 99.68% | 99.68% |