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% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,315 CHF | 502,815 CHF | 99.38% | 99.38% |
07/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,659 CHF | 503,159 CHF | 97.35% | 97.35% |
06/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,750 CHF | 503,250 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,702 CHF | 503,202 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,556 CHF | 503,056 CHF | 99.34% | 99.34% |
30/04/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,169 CHF | 502,669 CHF | 99.38% | 99.38% |
29/04/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,419 CHF | 502,919 CHF | 99.38% | 99.38% |
26/04/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,200 CHF | 502,700 CHF | 99.38% | 99.38% |
25/04/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 499,988 | 500,000 | 500,182 CHF | 502,694 CHF | 97.55% | 97.55% |
24/04/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,939 CHF | 502,439 CHF | 99.07% | 99.07% |