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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,500 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 CHF | 502,500 CHF | 97.54% | 97.54% |
24/04/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,250 CHF | 502,750 CHF | 99.08% | 99.08% |
23/04/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,164 CHF | 502,664 CHF | 99.38% | 99.38% |
22/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,029 CHF | 502,529 CHF | 99.38% | 99.38% |
19/04/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,778 CHF | 502,278 CHF | 99.38% | 99.38% |
18/04/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,576 CHF | 502,076 CHF | 99.38% | 99.38% |
17/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,857 CHF | 502,357 CHF | 99.38% | 99.38% |
16/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,756 CHF | 502,256 CHF | 99.38% | 99.38% |
15/04/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,817 CHF | 502,317 CHF | 99.38% | 99.38% |