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 | 0.80% | 100.40 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,891 CHF | 505,937 CHF | 99.54% | 99.54% |
06/05/2024 | 0.80% | 100.60 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,759 CHF | 506,809 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.50 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,583 CHF | 506,625 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 100.50 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,373 CHF | 506,420 CHF | 100.00% | 100.00% |
30/04/2024 | 0.81% | 99.90 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,758 CHF | 503,808 CHF | 99.59% | 99.59% |
29/04/2024 | 0.81% | 99.90 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,498 CHF | 503,545 CHF | 100.00% | 100.00% |
26/04/2024 | 0.81% | 99.60 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,255 CHF | 501,305 CHF | 99.69% | 99.69% |
25/04/2024 | 0.81% | 99.00 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,088 CHF | 499,138 CHF | 100.00% | 100.00% |
24/04/2024 | 0.81% | 99.00 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,434 CHF | 500,484 CHF | 99.74% | 99.74% |
23/04/2024 | 0.81% | 99.60 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,371 CHF | 501,421 CHF | 99.75% | 99.75% |