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 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,720 CHF | 503,720 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,946 CHF | 503,946 CHF | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,040 CHF | 503,040 CHF | 97.91% | 97.91% |
07/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,868 CHF | 501,868 CHF | 99.44% | 99.44% |
06/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,982 CHF | 500,982 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,173 CHF | 499,432 CHF | 100.00% | 100.00% |
02/05/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,228 CHF | 499,228 CHF | 100.00% | 100.00% |
30/04/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,114 CHF | 500,114 CHF | 99.59% | 99.59% |
29/04/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,845 CHF | 501,845 CHF | 100.00% | 100.00% |
26/04/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,373 CHF | 500,373 CHF | 98.93% | 98.93% |