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% | 99.26 % | 100.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,958 CHF | 499,958 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 99.16 % | 99.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,837 CHF | 499,837 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.11 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,350 CHF | 499,350 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.03 % | 99.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,563 CHF | 499,563 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.19 % | 99.99 % | 500,000 | 500,000 | 500,000 | 499,962 | 496,107 CHF | 500,069 CHF | 100.00% | 100.00% |
29/04/2024 | 0.80% | 99.28 % | 100.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,459 CHF | 500,459 CHF | 100.00% | 100.00% |
26/04/2024 | 0.80% | 99.23 % | 100.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,920 CHF | 499,920 CHF | 97.88% | 97.88% |
25/04/2024 | 0.80% | 99.08 % | 99.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,772 CHF | 499,772 CHF | 100.00% | 100.00% |
24/04/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,077 CHF | 500,077 CHF | 100.00% | 100.00% |
23/04/2024 | 0.80% | 99.32 % | 100.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,485 CHF | 500,485 CHF | 100.00% | 100.00% |