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 | 0.50% | 100.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,736 CHF | 505,236 CHF | 99.37% | 99.37% |
07/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,084 CHF | 505,584 CHF | 99.38% | 99.38% |
06/05/2024 | 0.50% | 100.65 % | 101.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,454 CHF | 505,954 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,331 CHF | 505,831 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,323 CHF | 505,823 CHF | 99.38% | 99.38% |
30/04/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,478 CHF | 505,978 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,746 CHF | 506,246 CHF | 98.51% | 98.51% |
26/04/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,827 CHF | 506,327 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,971 CHF | 505,471 CHF | 96.36% | 96.36% |
24/04/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,052 CHF | 501,552 CHF | 99.36% | 99.36% |